-66.6%
CHTR vs LULU
-75.0%
+8.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.2% | +1.5% | +3.4% |
| 7D | -4.1% | -1.6% | -2.5% | -3.8% |
| 30D | -3.0% | -18.1% | +15.2% | -0.2% |
| 3M | +4.8% | -18.8% | +23.5% | +7.7% |
| 6M | -35.0% | -39.2% | +4.2% | -30.5% |
| YTD | -30.2% | -52.4% | +22.2% | -22.3% |
| 1Y | -44.8% | -40.3% | -4.5% | -41.1% |
| 3Y | -66.6% | -75.1% | +8.5% | -61.3% |
| All | -66.6% | -75.0% | +8.5% | -61.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling