+44.6%
COP vs LULU
-49.9%
+94.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -17.4% | +16.3% | -1.9% |
| 7D | +3.0% | -16.7% | +19.7% | +2.2% |
| 30D | +17.5% | -18.5% | +36.0% | +16.4% |
| 3M | +13.4% | -19.5% | +32.8% | +12.6% |
| 6M | +17.7% | -41.9% | +59.6% | +17.0% |
| YTD | +46.6% | -51.6% | +98.2% | +47.9% |
| 1Y | +44.6% | -51.2% | +95.8% | +45.2% |
| All | +44.6% | -49.9% | +94.5% | +45.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling