+107.7%
COST vs LULU
-76.9%
+184.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | -0.1% |
| 7D | -1.2% | -1.6% | +0.4% | -1.0% |
| 30D | -4.7% | -18.1% | +13.4% | -2.1% |
| 3M | -7.1% | -18.8% | +11.6% | -4.6% |
| 6M | -8.5% | -39.2% | +30.7% | -2.1% |
| YTD | +5.4% | -52.4% | +57.8% | +17.3% |
| 1Y | -5.6% | -40.3% | +34.7% | +0.3% |
| 3Y | +68.5% | -75.1% | +143.6% | +106.8% |
| All | +107.7% | -76.9% | +184.6% | +154.1% |
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