-75.1%
LULU vs ARMK
+127.5%
-202.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.2% | -1.0% | +0.9% |
| 7D | -1.6% | +3.1% | -4.7% | -2.8% |
| 30D | -18.1% | -2.8% | -15.3% | -17.2% |
| 3M | -18.8% | +7.6% | -26.4% | -21.4% |
| 6M | -39.2% | +47.9% | -87.1% | -49.0% |
| YTD | -52.4% | +60.0% | -112.4% | -61.4% |
| 1Y | -40.3% | +52.2% | -92.5% | -50.6% |
| 3Y | -75.1% | +131.4% | -206.5% | -83.1% |
| All | -75.1% | +127.5% | -202.6% | -83.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling