+1,628.8%
CAT vs LULU
+704.9%
+923.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -17.4% | +19.1% | +6.0% |
| 7D | +1.7% | -16.7% | +18.4% | +5.8% |
| 30D | -6.6% | -18.5% | +12.0% | -2.6% |
| 3M | -13.3% | -19.5% | +6.2% | -9.9% |
| 6M | +11.6% | -41.9% | +53.5% | +25.1% |
| YTD | +42.9% | -51.6% | +94.5% | +67.1% |
| 1Y | +95.4% | -51.2% | +146.6% | +124.9% |
| 3Y | +196.6% | -75.1% | +271.7% | +291.0% |
| 5Y | +321.7% | -74.1% | +395.7% | +430.7% |
| 10Y | +1,140.8% | +46.7% | +1,094.1% | +816.5% |
| All | +1,628.8% | +704.9% | +923.9% | +435.1% |
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