+487.7%
CSCO vs LULU
+725.5%
-237.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.6% |
| 7D | -0.5% | -12.6% | +12.0% | +1.8% |
| 30D | -10.1% | -19.7% | +9.7% | -6.4% |
| 3M | -11.7% | -12.2% | +0.5% | -10.2% |
| 6M | +40.1% | -39.3% | +79.4% | +53.3% |
| YTD | +43.8% | -50.3% | +94.1% | +63.9% |
| 1Y | +66.6% | -38.6% | +105.2% | +80.4% |
| 3Y | +108.5% | -74.0% | +182.5% | +161.5% |
| 5Y | +114.0% | -72.9% | +186.9% | +157.8% |
| 10Y | +366.8% | +56.2% | +310.7% | +267.7% |
| All | +487.7% | +725.5% | -237.8% | +138.4% |
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