-81.6%
CHTR vs LULU
-76.9%
-4.7%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.2% | +1.5% | +3.3% |
| 7D | -4.1% | -1.6% | -2.5% | -3.8% |
| 30D | -3.0% | -18.1% | +15.2% | +0.3% |
| 3M | +4.8% | -18.8% | +23.5% | +8.2% |
| 6M | -35.0% | -39.2% | +4.2% | -29.6% |
| YTD | -30.2% | -52.4% | +22.2% | -20.8% |
| 1Y | -44.8% | -40.3% | -4.5% | -40.4% |
| 3Y | -66.6% | -75.1% | +8.5% | -58.7% |
| All | -81.6% | -76.9% | -4.7% | -79.1% |
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 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