-41.8%
LULU vs AWK
+3.6%
-45.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.9% |
| 7D | -20.4% | -0.7% | -19.7% | -20.5% |
| 30D | -22.9% | +2.8% | -25.7% | -22.7% |
| 3M | -18.5% | +11.3% | -29.9% | -16.0% |
| 6M | -41.8% | +6.7% | -48.5% | -39.9% |
| All | -41.8% | +3.6% | -45.4% | -39.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling