-77.7%
LULU vs AS
+114.1%
-191.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.8% | +5.4% | +3.4% |
| 7D | -12.6% | -2.6% | -9.9% | -12.1% |
| 30D | -19.7% | -22.1% | +2.4% | -13.6% |
| 3M | -12.2% | -15.3% | +3.1% | -8.1% |
| 6M | -39.3% | -15.6% | -23.8% | -36.6% |
| YTD | -50.3% | -23.2% | -27.2% | -46.7% |
| 1Y | -38.6% | -21.7% | -16.9% | -34.8% |
| All | -77.7% | +114.1% | -191.8% | -80.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling