+213.9%
CAT vs LULU
-76.8%
+290.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -2.0% | -1.0% |
| 7D | +7.4% | -4.6% | +12.1% | +8.3% |
| 30D | -19.7% | +12.3% | -32.0% | -21.5% |
| 3M | -29.6% | -11.6% | -18.0% | -28.7% |
| 6M | -33.2% | -12.8% | -20.4% | -32.6% |
| YTD | +5.7% | -49.2% | +54.8% | +18.6% |
| 1Y | +9.3% | -37.7% | +47.1% | +17.0% |
| 3Y | +158.3% | -74.7% | +233.0% | +226.1% |
| All | +213.9% | -76.8% | +290.7% | +268.0% |
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