-76.7%
LULU vs ARWR
+29.9%
-106.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.0% | +2.1% |
| 7D | -1.6% | -4.0% | +2.4% | -0.9% |
| 30D | -18.1% | -5.0% | -13.1% | -17.4% |
| 3M | -18.8% | +11.3% | -30.1% | -21.2% |
| 6M | -39.2% | +42.6% | -81.8% | -44.0% |
| YTD | -52.4% | +24.8% | -77.2% | -55.2% |
| 1Y | -40.3% | +178.8% | -219.1% | -53.1% |
| 3Y | -75.1% | +183.3% | -258.4% | -82.5% |
| All | -76.7% | +29.9% | -106.7% | -81.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 5y: compounded portfolio wealth divided by compounded ARWR 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…
5y analysis · Full analysis span regression · 6 months rolling