+31.7%
LULU vs AR
-27.8%
+59.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.1% | -3.5% | -3.4% |
| 7D | -16.9% | -1.2% | -15.8% | -16.9% |
| 30D | -22.0% | +5.5% | -27.5% | -22.2% |
| 3M | -17.8% | +12.9% | -30.7% | -18.6% |
| 6M | -41.3% | +0.1% | -41.3% | -41.4% |
| YTD | -52.0% | +13.5% | -65.5% | -52.6% |
| 1Y | -39.8% | +21.6% | -61.4% | -40.9% |
| 3Y | -74.8% | +46.0% | -120.8% | -75.9% |
| 5Y | -76.3% | +143.7% | -220.0% | -78.0% |
| 10Y | +53.9% | +44.3% | +9.6% | +44.9% |
| All | +31.7% | -27.8% | +59.5% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling