+606.9%
LULU vs ATI
+127.9%
+479.0%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | -1.6% | -5.6% | +4.0% | 0.0% |
| 30D | -18.1% | -13.7% | -4.4% | -14.8% |
| 3M | -18.8% | -0.4% | -18.4% | -19.5% |
| 6M | -39.2% | +26.2% | -65.4% | -44.1% |
| YTD | -52.4% | +73.2% | -125.6% | -60.3% |
| 1Y | -40.3% | +161.6% | -201.9% | -56.2% |
| 3Y | -75.1% | +346.2% | -421.3% | -85.2% |
| 5Y | -76.7% | +1,047.6% | -1,124.4% | -90.1% |
| 10Y | +52.7% | +1,130.0% | -1,077.3% | -51.4% |
| All | +606.9% | +127.9% | +479.0% | +211.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling