+163.8%
CIEN vs LULU
-39.6%
+203.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.2% | +2.3% | +4.5% |
| 7D | +8.9% | -1.6% | +10.5% | +8.8% |
| 30D | -19.1% | -18.1% | -1.0% | -19.6% |
| 3M | -21.5% | -18.8% | -2.7% | -21.6% |
| 6M | +2.8% | -39.2% | +42.0% | +5.6% |
| YTD | +49.5% | -52.4% | +101.8% | +54.3% |
| 1Y | +163.8% | -40.3% | +204.1% | +157.9% |
| All | +163.8% | -39.6% | +203.4% | +157.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling