+833.4%
CIEN vs LULU
+697.8%
+135.7%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | +0.2% |
| 7D | -4.6% | -16.9% | +12.4% | +1.0% |
| 30D | -12.8% | -22.0% | +9.2% | -6.3% |
| 3M | -23.1% | -17.8% | -5.2% | -19.6% |
| 6M | +6.1% | -41.3% | +47.4% | +24.0% |
| YTD | +44.5% | -52.0% | +96.5% | +80.6% |
| 1Y | +176.6% | -39.8% | +216.4% | +214.3% |
| 3Y | +601.0% | -74.8% | +675.8% | +935.7% |
| 5Y | +509.1% | -76.3% | +585.4% | +782.0% |
| 10Y | +1,460.5% | +53.9% | +1,406.6% | +882.1% |
| All | +833.4% | +697.8% | +135.7% | +110.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling