+606.9%
LULU vs AU
+220.5%
+386.4%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.6% | +2.1% |
| 7D | -1.6% | -4.3% | +2.6% | -1.2% |
| 30D | -18.1% | +7.3% | -25.4% | -18.8% |
| 3M | -18.8% | +26.3% | -45.1% | -21.0% |
| 6M | -39.2% | +1.8% | -41.0% | -39.7% |
| YTD | -52.4% | +26.8% | -79.2% | -54.0% |
| 1Y | -40.3% | +66.7% | -107.0% | -44.2% |
| 3Y | -75.1% | +579.1% | -654.2% | -80.6% |
| 5Y | -76.7% | +689.3% | -766.1% | -82.6% |
| 10Y | +52.7% | +686.6% | -633.9% | +6.1% |
| All | +606.9% | +220.5% | +386.4% | +344.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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