+47.4%
CI vs LULU
-76.9%
+124.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.2% | -0.2% |
| 7D | -0.1% | -1.6% | +1.6% | 0.0% |
| 30D | +1.8% | -18.1% | +19.9% | +3.0% |
| 3M | -4.2% | -18.8% | +14.5% | -3.1% |
| 6M | +8.8% | -39.2% | +48.1% | +11.9% |
| YTD | +3.7% | -52.4% | +56.1% | +8.3% |
| 1Y | -6.1% | -40.3% | +34.2% | -3.5% |
| 3Y | +4.5% | -75.1% | +79.6% | +12.2% |
| All | +47.4% | -76.9% | +124.2% | +52.8% |
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