+330.4%
COP vs LULU
+697.8%
-367.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.4% | +4.5% | +1.7% |
| 7D | -0.5% | -16.9% | +16.5% | +2.5% |
| 30D | +11.7% | -22.0% | +33.7% | +16.2% |
| 3M | +17.7% | -17.8% | +35.5% | +20.9% |
| 6M | +18.3% | -41.3% | +59.6% | +28.1% |
| YTD | +49.1% | -52.0% | +101.1% | +67.0% |
| 1Y | +53.3% | -39.8% | +93.1% | +63.8% |
| 3Y | +22.2% | -74.8% | +97.0% | +48.7% |
| 5Y | +193.3% | -76.3% | +269.6% | +251.0% |
| 10Y | +340.2% | +53.9% | +286.4% | +259.7% |
| All | +330.4% | +697.8% | -367.3% | +88.7% |
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