+41.3%
CL vs LULU
-77.2%
+118.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | 0.0% |
| 7D | -0.8% | -6.5% | +5.7% | -0.5% |
| 30D | +9.5% | +10.7% | -1.3% | +8.9% |
| 3M | +6.6% | -13.6% | +20.2% | +7.2% |
| 6M | +13.2% | -16.5% | +29.8% | +13.8% |
| YTD | +26.9% | -49.7% | +76.6% | +29.8% |
| 1Y | +27.6% | -38.9% | +66.5% | +29.5% |
| 3Y | +39.1% | -74.7% | +113.9% | +46.1% |
| 5Y | +41.3% | -76.9% | +118.2% | +39.4% |
| All | +41.3% | -77.2% | +118.5% | +39.4% |
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