+50.5%
COP vs LULU
-39.6%
+90.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -1.9% | +0.4% |
| 7D | +2.3% | -1.6% | +3.9% | +2.2% |
| 30D | +8.6% | -18.1% | +26.7% | +7.0% |
| 3M | +19.9% | -18.8% | +38.6% | +18.3% |
| 6M | +19.0% | -39.2% | +58.2% | +15.5% |
| YTD | +50.0% | -52.4% | +102.3% | +47.2% |
| 1Y | +50.5% | -40.3% | +90.8% | +42.8% |
| All | +50.5% | -39.6% | +90.2% | +42.8% |
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