+50.0%
LULU vs ARMK
+146.1%
-96.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.2% | -1.0% | +1.1% |
| 7D | -1.6% | +3.1% | -4.7% | -2.6% |
| 30D | -18.1% | -2.8% | -15.3% | -17.4% |
| 3M | -18.8% | +7.6% | -26.4% | -20.9% |
| 6M | -39.2% | +47.9% | -87.1% | -47.0% |
| YTD | -52.4% | +60.0% | -112.4% | -59.5% |
| 1Y | -40.3% | +52.2% | -92.5% | -48.4% |
| 3Y | -75.1% | +131.4% | -206.5% | -81.4% |
| 5Y | -76.7% | +163.2% | -240.0% | -83.4% |
| All | +50.0% | +146.1% | -96.1% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 10y: compounded portfolio wealth divided by compounded ARMK 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…
10y analysis · Full analysis span regression · 6 months rolling