+292.4%
C vs LULU
+53.6%
+238.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -1.9% | -0.3% |
| 7D | +0.8% | -1.6% | +2.4% | +1.2% |
| 30D | +0.9% | -18.1% | +19.0% | +5.6% |
| 3M | +1.1% | -18.8% | +19.8% | +5.6% |
| 6M | +28.4% | -39.2% | +67.6% | +44.5% |
| YTD | +20.8% | -52.4% | +73.1% | +45.0% |
| 1Y | +43.4% | -40.3% | +83.7% | +61.0% |
| 3Y | +274.9% | -75.1% | +350.0% | +409.3% |
| 5Y | +136.7% | -76.7% | +213.4% | +214.9% |
| All | +292.4% | +53.6% | +238.8% | +255.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LULU.
Daily Out/Under-Performance
Portfolio return minus LULU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LULU 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 LULU 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