-51.2%
LULU vs AUR
+11.8%
-63.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | +0.3% | -17.7% | -17.4% |
| 7D | -16.7% | +8.7% | -25.5% | -17.4% |
| 30D | -18.5% | -5.2% | -13.3% | -18.4% |
| 3M | -19.5% | -7.3% | -12.2% | -19.3% |
| 6M | -41.9% | +41.2% | -83.1% | -45.7% |
| YTD | -51.6% | +65.1% | -116.7% | -55.6% |
| 1Y | -51.2% | +13.4% | -64.6% | -54.8% |
| All | -51.2% | +11.8% | -63.0% | -54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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