+2,144.8%
COST vs LULU
+691.8%
+1,453.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.3% |
| YTD | +5.4% | -52.4% | +57.8% | +16.6% |
| 1Y | -5.6% | -40.3% | +34.7% | +0.3% |
| 3Y | +68.5% | -75.1% | +143.6% | +100.0% |
| 5Y | +105.2% | -76.7% | +182.0% | +141.9% |
| 10Y | +610.7% | +52.7% | +558.0% | +509.7% |
| All | +2,144.8% | +691.8% | +1,453.0% | +1,053.4% |
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 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