-75.1%
LULU vs AWK
+7.8%
-82.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +2.1% |
| 7D | -1.6% | -2.1% | +0.5% | -1.8% |
| 30D | -18.1% | +2.1% | -20.2% | -18.0% |
| 3M | -18.8% | +11.4% | -30.1% | -17.9% |
| 6M | -39.2% | +3.9% | -43.1% | -38.9% |
| YTD | -52.4% | +7.7% | -60.1% | -51.9% |
| 1Y | -40.3% | +1.3% | -41.6% | -40.2% |
| 3Y | -75.1% | +7.2% | -82.3% | -75.4% |
| All | -75.1% | +7.8% | -82.9% | -75.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling