+407.2%
CME vs LULU
+725.5%
-318.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.7% | -1.6% |
| 7D | -2.9% | -12.6% | +9.7% | -0.6% |
| 30D | +5.5% | -19.7% | +25.3% | +9.8% |
| 3M | +11.0% | -12.2% | +23.2% | +13.0% |
| 6M | -9.7% | -39.3% | +29.7% | -1.6% |
| YTD | +4.9% | -50.3% | +55.2% | +18.7% |
| 1Y | +10.1% | -38.6% | +48.7% | +18.4% |
| 3Y | +53.5% | -74.0% | +127.5% | +88.5% |
| 5Y | +77.2% | -72.9% | +150.1% | +107.0% |
| 10Y | +282.1% | +56.2% | +226.0% | +168.4% |
| All | +407.2% | +725.5% | -318.4% | +50.9% |
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