-48.2%
CLF vs LULU
-77.0%
+28.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.4% | +1.7% | -0.5% |
| 7D | -2.7% | -16.9% | +14.3% | +2.7% |
| 30D | -3.2% | -22.0% | +18.8% | +4.1% |
| 3M | -5.0% | -17.8% | +12.9% | -0.1% |
| 6M | +26.6% | -41.3% | +67.9% | +49.3% |
| YTD | -9.0% | -52.0% | +43.1% | +14.7% |
| 1Y | +11.8% | -39.8% | +51.7% | +27.8% |
| 3Y | -15.1% | -74.8% | +59.7% | +29.4% |
| 5Y | -48.2% | -76.3% | +28.1% | -27.2% |
| All | -48.2% | -77.0% | +28.8% | -27.2% |
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