-55.4%
CLF vs LULU
+745.2%
-800.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.4% | -3.7% |
| 7D | +10.4% | -4.6% | +15.0% | +12.5% |
| 30D | +0.6% | +12.3% | -11.7% | -5.6% |
| 3M | +4.1% | -11.6% | +15.7% | +6.6% |
| 6M | +15.1% | -12.8% | +27.9% | +17.3% |
| YTD | -4.7% | -49.2% | +44.4% | +20.6% |
| 1Y | +20.4% | -37.7% | +58.1% | +38.3% |
| 3Y | -23.4% | -74.7% | +51.3% | +22.1% |
| 5Y | -43.3% | -76.7% | +33.4% | -9.7% |
| 10Y | +80.5% | +82.7% | -2.1% | +3.3% |
| All | -55.4% | +745.2% | -800.6% | -92.9% |
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