+2,069.5%
COR vs LULU
+725.5%
+1,344.0%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.6% | -4.5% | -2.2% |
| 7D | -1.9% | -12.6% | +10.7% | -0.7% |
| 30D | +1.5% | -19.7% | +21.3% | +3.7% |
| 3M | +18.7% | -12.2% | +30.9% | +20.0% |
| 6M | -9.0% | -39.3% | +30.3% | -4.8% |
| YTD | -3.3% | -50.3% | +47.1% | +3.2% |
| 1Y | +9.8% | -38.6% | +48.5% | +14.3% |
| 3Y | +87.4% | -74.0% | +161.3% | +108.9% |
| 5Y | +180.5% | -72.9% | +253.4% | +205.0% |
| 10Y | +398.1% | +56.2% | +342.0% | +333.2% |
| All | +2,069.5% | +725.5% | +1,344.0% | +1,326.6% |
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 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