+52.9%
CL vs LULU
+50.4%
+2.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | +0.1% |
| 7D | -2.4% | -20.4% | +18.0% | -0.8% |
| 30D | -4.8% | -22.9% | +18.1% | -3.0% |
| 3M | -1.7% | -18.5% | +16.8% | -0.4% |
| 6M | -3.8% | -41.8% | +38.0% | -0.2% |
| YTD | +13.3% | -53.4% | +66.6% | +19.5% |
| 1Y | +8.3% | -40.9% | +49.2% | +11.9% |
| 3Y | +28.8% | -75.6% | +104.4% | +41.1% |
| 5Y | +28.5% | -77.2% | +105.8% | +39.8% |
| All | +52.9% | +50.4% | +2.6% | +47.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling