-51.2%
LULU vs AZO
-28.9%
-22.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | +0.5% | -17.9% | -17.5% |
| 7D | -16.7% | +0.7% | -17.4% | -16.9% |
| 30D | -18.5% | -2.7% | -15.8% | -17.9% |
| 3M | -19.5% | -3.2% | -16.3% | -19.0% |
| 6M | -41.9% | -19.7% | -22.2% | -39.9% |
| YTD | -51.6% | -12.0% | -39.5% | -50.2% |
| 1Y | -51.2% | -29.5% | -21.7% | -46.2% |
| All | -51.2% | -28.9% | -22.3% | -46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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