-44.0%
LULU vs AVTR
+1.1%
-45.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -20.4% | -2.0% | -18.4% | -19.7% |
| 30D | -22.9% | +8.1% | -30.9% | -25.1% |
| 3M | -18.5% | +54.2% | -72.7% | -31.6% |
| 6M | -41.8% | +82.6% | -124.4% | -54.3% |
| YTD | -53.4% | +29.8% | -83.2% | -58.6% |
| 1Y | -40.9% | +18.0% | -58.9% | -46.7% |
| 3Y | -75.6% | -26.4% | -49.1% | -74.8% |
| 5Y | -77.2% | -64.8% | -12.4% | -69.0% |
| All | -44.0% | +1.1% | -45.1% | -53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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