+113.4%
CSCO vs LULU
-77.2%
+190.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.8% | +1.0% | -1.4% |
| 7D | -1.1% | -20.4% | +19.4% | +2.2% |
| 30D | -10.8% | -22.9% | +12.1% | -7.4% |
| 3M | -9.2% | -18.5% | +9.3% | -6.9% |
| 6M | +39.5% | -41.8% | +81.3% | +51.1% |
| YTD | +41.5% | -53.4% | +94.9% | +59.3% |
| 1Y | +61.0% | -40.9% | +101.9% | +72.6% |
| 3Y | +105.2% | -75.6% | +180.8% | +150.8% |
| 5Y | +113.4% | -77.2% | +190.7% | +147.4% |
| All | +113.4% | -77.2% | +190.6% | +147.4% |
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 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