+420.1%
CORZ vs LULU
-78.9%
+499.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -17.4% | +17.3% | +4.8% |
| 7D | +8.4% | -16.7% | +25.1% | +13.4% |
| 30D | -17.8% | -18.5% | +0.7% | -13.8% |
| 3M | -35.9% | -19.5% | -16.4% | -32.7% |
| 6M | +12.9% | -41.9% | +54.9% | +31.2% |
| YTD | +22.9% | -51.6% | +74.5% | +50.9% |
| 1Y | +31.4% | -51.2% | +82.5% | +58.8% |
| All | +420.1% | -78.9% | +499.0% | +669.3% |
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