-51.2%
LULU vs ATI
+176.2%
-227.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | +3.0% | -20.4% | -17.8% |
| 7D | -16.7% | -0.1% | -16.7% | -16.7% |
| 30D | -18.5% | +2.7% | -21.2% | -19.2% |
| 3M | -19.5% | +16.3% | -35.8% | -22.9% |
| 6M | -41.9% | +30.2% | -72.1% | -46.7% |
| YTD | -51.6% | +83.6% | -135.1% | -57.7% |
| 1Y | -51.2% | +173.0% | -224.2% | -60.4% |
| All | -51.2% | +176.2% | -227.4% | -60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 1y: compounded portfolio wealth divided by compounded ATI 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…
1y analysis · Full analysis span regression · 6 months rolling