+14.7%
CL vs LULU
-15.0%
+29.8%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.7% |
| 7D | +3.2% | -4.6% | +7.9% | +3.8% |
| 30D | +8.0% | +12.3% | -4.2% | +6.8% |
| 3M | +7.9% | -11.6% | +19.5% | +8.5% |
| 6M | +14.7% | -12.8% | +27.6% | +13.6% |
| All | +14.7% | -15.0% | +29.8% | +13.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling