+45.9%
CSCO vs LULU
-31.7%
+77.6%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.8% | -4.2% | +0.5% |
| 7D | -6.1% | +6.5% | -12.6% | -6.2% |
| 30D | -8.2% | +20.3% | -28.5% | -8.7% |
| 3M | -14.6% | -8.9% | -5.6% | -14.3% |
| 6M | +12.7% | -13.1% | +25.8% | +13.7% |
| YTD | +37.0% | -46.1% | +83.1% | +43.9% |
| 1Y | +45.9% | -30.3% | +76.2% | +50.9% |
| All | +45.9% | -31.7% | +77.6% | +50.9% |
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