-78.4%
LULU vs AS
+107.2%
-185.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.2% | -0.2% | -2.4% |
| 7D | -16.9% | -2.8% | -14.2% | -16.5% |
| 30D | -22.0% | -23.2% | +1.3% | -15.7% |
| 3M | -17.8% | -20.1% | +2.3% | -12.4% |
| 6M | -41.3% | -18.5% | -22.7% | -37.9% |
| YTD | -52.0% | -25.6% | -26.4% | -47.9% |
| 1Y | -39.8% | -24.4% | -15.5% | -35.4% |
| All | -78.4% | +107.2% | -185.7% | -81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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