-51.2%
LULU vs AWK
+1.8%
-53.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -0.1% | -17.2% | -17.4% |
| 7D | -16.7% | +1.7% | -18.5% | -16.7% |
| 30D | -18.5% | +5.6% | -24.1% | -18.4% |
| 3M | -19.5% | +15.9% | -35.3% | -18.3% |
| 6M | -41.9% | +4.6% | -46.5% | -41.4% |
| YTD | -51.6% | +10.1% | -61.6% | -51.0% |
| 1Y | -51.2% | +2.1% | -53.3% | -53.4% |
| All | -51.2% | +1.8% | -53.0% | -53.4% |
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