-30.3%
LULU vs AWK
+20.7%
-50.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.2% | +2.6% | +4.4% |
| 7D | +6.5% | +7.0% | -0.5% | +5.3% |
| 30D | +20.3% | +17.0% | +3.3% | +17.9% |
| 3M | -8.9% | +12.4% | -21.3% | -10.3% |
| 6M | -13.1% | +19.6% | -32.7% | -13.7% |
| YTD | -46.1% | +17.0% | -63.1% | -46.1% |
| 1Y | -30.3% | +20.0% | -50.3% | -30.4% |
| All | -30.3% | +20.7% | -50.9% | -30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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