+274.2%
CME vs LULU
+53.6%
+220.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.6% | +0.3% |
| 7D | -1.6% | -1.6% | 0.0% | -1.4% |
| 30D | +5.6% | -18.1% | +23.7% | +7.6% |
| 3M | +5.6% | -18.8% | +24.4% | +7.6% |
| 6M | -8.3% | -39.2% | +30.9% | -3.7% |
| YTD | +4.3% | -52.4% | +56.7% | +12.6% |
| 1Y | +9.1% | -40.3% | +49.4% | +14.0% |
| 3Y | +52.1% | -75.1% | +127.1% | +74.0% |
| 5Y | +79.7% | -76.7% | +156.4% | +102.6% |
| All | +274.2% | +53.6% | +220.6% | +231.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling