+421.5%
CARR vs LULU
-27.4%
+448.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.7% | +0.9% |
| 7D | -3.8% | -1.6% | -2.1% | -3.4% |
| 30D | -8.9% | -18.1% | +9.2% | -4.7% |
| 3M | -17.3% | -18.8% | +1.5% | -13.6% |
| 6M | -1.4% | -39.2% | +37.8% | +11.0% |
| YTD | +10.0% | -52.4% | +62.4% | +31.9% |
| 1Y | -6.4% | -40.3% | +34.0% | +4.5% |
| 3Y | +1.5% | -75.1% | +76.6% | +40.2% |
| 5Y | +9.3% | -76.7% | +86.0% | +47.1% |
| All | +421.5% | -27.4% | +448.9% | +450.6% |
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