-56.7%
CLF vs LULU
+725.5%
-782.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.6% | -4.2% | -2.8% |
| 7D | +6.5% | -12.6% | +19.0% | +11.5% |
| 30D | +0.2% | -19.7% | +20.0% | +8.5% |
| 3M | -3.1% | -12.2% | +9.1% | +0.2% |
| 6M | +25.0% | -39.3% | +64.4% | +50.2% |
| YTD | -7.5% | -50.3% | +42.9% | +20.1% |
| 1Y | +11.5% | -38.6% | +50.1% | +30.4% |
| 3Y | -13.7% | -74.0% | +60.3% | +37.3% |
| 5Y | -47.0% | -72.9% | +25.9% | -20.4% |
| 10Y | +116.3% | +56.2% | +60.2% | +34.6% |
| All | -56.7% | +725.5% | -782.2% | -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