+305.8%
CL vs LULU
+704.9%
-399.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -17.4% | +15.9% | +0.2% |
| 7D | -2.2% | -16.7% | +14.5% | -0.6% |
| 30D | -4.8% | -18.5% | +13.7% | -3.2% |
| 3M | +4.9% | -19.5% | +24.4% | +6.7% |
| 6M | -5.7% | -41.9% | +36.2% | -1.4% |
| YTD | +14.4% | -51.6% | +66.0% | +21.5% |
| 1Y | +8.7% | -51.2% | +59.9% | +14.9% |
| 3Y | +30.0% | -75.1% | +105.1% | +44.1% |
| 5Y | +28.4% | -74.1% | +102.5% | +39.2% |
| 10Y | +50.1% | +46.7% | +3.4% | +32.5% |
| All | +305.8% | +704.9% | -399.1% | +150.1% |
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