+1,177.8%
CAT vs LULU
+745.2%
+432.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -2.0% | -1.1% |
| 7D | +7.4% | -4.6% | +12.1% | +8.7% |
| 30D | -19.7% | +12.3% | -32.0% | -22.3% |
| 3M | -29.6% | -11.6% | -18.0% | -28.5% |
| 6M | -33.2% | -12.8% | -20.4% | -32.5% |
| YTD | +5.7% | -49.2% | +54.8% | +21.2% |
| 1Y | +9.3% | -37.7% | +47.1% | +18.7% |
| 3Y | +158.3% | -74.7% | +233.0% | +237.6% |
| 5Y | +211.6% | -76.7% | +288.2% | +302.3% |
| 10Y | +698.5% | +82.7% | +615.8% | +453.8% |
| All | +1,177.8% | +745.2% | +432.6% | +288.3% |
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