+24.9%
COP vs LULU
-75.6%
+100.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.8% | +3.2% | +0.5% |
| 7D | +1.0% | -20.4% | +21.4% | +2.0% |
| 30D | +9.6% | -22.9% | +32.4% | +10.8% |
| 3M | +15.0% | -18.5% | +33.6% | +16.0% |
| 6M | +21.8% | -41.8% | +63.5% | +25.4% |
| YTD | +49.6% | -53.4% | +103.0% | +57.6% |
| 1Y | +49.9% | -40.9% | +90.8% | +53.1% |
| All | +24.9% | -75.6% | +100.5% | +34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling