+184.8%
COP vs LULU
-76.9%
+261.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -1.9% | 0.0% |
| 7D | +2.3% | -1.6% | +3.9% | +2.4% |
| 30D | +8.6% | -18.1% | +26.7% | +10.4% |
| 3M | +19.9% | -18.8% | +38.6% | +21.8% |
| 6M | +19.0% | -39.2% | +58.2% | +24.3% |
| YTD | +50.0% | -52.4% | +102.3% | +61.5% |
| 1Y | +50.5% | -40.3% | +90.8% | +56.4% |
| 3Y | +25.2% | -75.1% | +100.3% | +42.8% |
| All | +184.8% | -76.9% | +261.7% | +234.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling