+332.7%
CAT vs LULU
-77.0%
+409.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.5% | -0.3% |
| 7D | +2.9% | -16.9% | +19.9% | +5.9% |
| 30D | -2.6% | -22.0% | +19.3% | +1.2% |
| 3M | -10.7% | -17.8% | +7.2% | -8.4% |
| 6M | +16.1% | -41.3% | +57.4% | +26.9% |
| YTD | +43.2% | -52.0% | +95.2% | +62.8% |
| 1Y | +96.8% | -39.8% | +136.6% | +111.5% |
| 3Y | +201.4% | -74.8% | +276.2% | +279.2% |
| 5Y | +332.7% | -76.3% | +409.0% | +420.7% |
| All | +332.7% | -77.0% | +409.7% | +420.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling