+113.5%
CSCO vs LULU
-75.0%
+188.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.2% | +2.2% | +4.1% |
| 7D | +2.7% | -1.6% | +4.3% | +2.9% |
| 30D | -9.5% | -18.1% | +8.6% | -7.7% |
| 3M | -7.6% | -18.8% | +11.2% | -5.8% |
| 6M | +44.9% | -39.2% | +84.1% | +53.2% |
| YTD | +47.7% | -52.4% | +100.1% | +61.4% |
| 1Y | +69.1% | -40.3% | +109.4% | +78.2% |
| 3Y | +113.5% | -75.1% | +188.6% | +142.8% |
| All | +113.5% | -75.0% | +188.6% | +142.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling