+11.9%
COST vs LULU
-31.7%
+43.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.8% | -2.1% | +2.5% |
| 7D | +6.6% | +6.5% | +0.1% | +6.4% |
| 30D | +13.5% | +20.3% | -6.8% | +12.9% |
| 3M | +10.6% | -8.9% | +19.5% | +10.4% |
| 6M | +3.6% | -13.1% | +16.8% | +3.2% |
| YTD | +22.1% | -46.1% | +68.1% | +20.6% |
| 1Y | +11.9% | -30.3% | +42.1% | +7.4% |
| All | +11.9% | -31.7% | +43.6% | +7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling