+50.0%
LULU vs AZO
+296.8%
-246.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.3% | +2.2% |
| 7D | -1.6% | -3.6% | +1.9% | -0.2% |
| 30D | -18.1% | -5.6% | -12.6% | -16.3% |
| 3M | -18.8% | -6.6% | -12.1% | -16.6% |
| 6M | -39.2% | -22.5% | -16.7% | -33.1% |
| YTD | -52.4% | -15.2% | -37.2% | -49.8% |
| 1Y | -40.3% | -33.9% | -6.4% | -30.5% |
| 3Y | -75.1% | +11.8% | -86.9% | -77.2% |
| 5Y | -76.7% | +85.5% | -162.3% | -83.0% |
| All | +50.0% | +296.8% | -246.9% | -13.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling