+65.1%
LULU vs ARMK
+351.9%
-286.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.2% | -3.0% |
| 7D | -16.9% | +0.3% | -17.3% | -17.0% |
| 30D | -22.0% | +2.4% | -24.3% | -22.7% |
| 3M | -17.8% | +6.1% | -23.9% | -19.6% |
| 6M | -41.3% | +41.8% | -83.0% | -48.1% |
| YTD | -52.0% | +55.5% | -107.6% | -58.9% |
| 1Y | -39.8% | +49.6% | -89.4% | -47.8% |
| 3Y | -74.8% | +122.8% | -197.6% | -81.0% |
| 5Y | -76.3% | +151.0% | -227.3% | -82.9% |
| 10Y | +53.9% | +137.9% | -84.1% | +5.3% |
| All | +65.1% | +351.9% | -286.7% | +1.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling