+4.5%
CI vs LULU
-75.6%
+80.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.8% | +3.8% | +1.1% |
| 7D | -1.3% | -20.4% | +19.1% | -0.3% |
| 30D | +3.1% | -22.9% | +26.0% | +4.3% |
| 3M | -4.5% | -18.5% | +14.0% | -3.7% |
| 6M | +8.3% | -41.8% | +50.0% | +10.5% |
| YTD | +3.8% | -53.4% | +57.2% | +6.9% |
| 1Y | -5.0% | -40.9% | +35.9% | -3.1% |
| All | +4.5% | -75.6% | +80.1% | +8.5% |
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