+1,144.3%
CAT vs LULU
+53.6%
+1,090.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | +1.3% |
| 7D | +0.6% | -1.6% | +2.2% | +0.9% |
| 30D | -4.3% | -18.1% | +13.8% | -1.1% |
| 3M | -8.6% | -18.8% | +10.1% | -5.9% |
| 6M | +16.1% | -39.2% | +55.3% | +26.6% |
| YTD | +43.8% | -52.4% | +96.1% | +64.7% |
| 1Y | +91.5% | -40.3% | +131.8% | +107.3% |
| 3Y | +202.7% | -75.1% | +277.8% | +284.6% |
| 5Y | +335.1% | -76.7% | +411.9% | +444.9% |
| All | +1,144.3% | +53.6% | +1,090.7% | +997.7% |
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