+688.7%
CAH vs LULU
+675.0%
+13.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.8% | +1.2% | -1.3% |
| 7D | -5.1% | -20.4% | +15.4% | -2.5% |
| 30D | -1.8% | -22.9% | +21.1% | +1.3% |
| 3M | +9.4% | -18.5% | +27.9% | +11.8% |
| 6M | +9.2% | -41.8% | +51.0% | +16.1% |
| YTD | +15.7% | -53.4% | +69.0% | +26.3% |
| 1Y | +59.7% | -40.9% | +100.6% | +68.4% |
| 3Y | +178.5% | -75.6% | +254.0% | +222.0% |
| 5Y | +398.3% | -77.2% | +475.5% | +469.2% |
| 10Y | +295.7% | +49.5% | +246.1% | +236.9% |
| All | +688.7% | +675.0% | +13.7% | +344.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling