+612.3%
LULU vs ARWR
+103.0%
+509.3%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.9% | -0.4% | -3.1% |
| 7D | -16.9% | -3.2% | -13.7% | -16.7% |
| 30D | -22.0% | -6.5% | -15.5% | -21.5% |
| 3M | -17.8% | +12.7% | -30.5% | -19.3% |
| 6M | -41.3% | +36.2% | -77.5% | -43.6% |
| YTD | -52.0% | +24.5% | -76.5% | -53.6% |
| 1Y | -39.8% | +198.0% | -237.8% | -47.4% |
| 3Y | -74.8% | +176.4% | -251.2% | -78.8% |
| 5Y | -76.3% | +26.6% | -102.9% | -78.9% |
| 10Y | +53.9% | +1,054.1% | -1,000.2% | +0.9% |
| All | +612.3% | +103.0% | +509.3% | +378.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling