+28.3%
CL vs LULU
-77.0%
+105.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +2.9% | -0.3% |
| 7D | -2.3% | -16.9% | +14.7% | -1.6% |
| 30D | -5.5% | -22.0% | +16.5% | -4.6% |
| 3M | +0.8% | -17.8% | +18.7% | +1.5% |
| 6M | -4.2% | -41.3% | +37.0% | -2.5% |
| YTD | +13.4% | -52.0% | +65.4% | +16.3% |
| 1Y | +7.1% | -39.8% | +46.9% | +8.7% |
| 3Y | +29.0% | -74.8% | +103.9% | +35.1% |
| 5Y | +28.3% | -76.3% | +104.6% | +30.3% |
| All | +28.3% | -77.0% | +105.3% | +30.3% |
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