+496.7%
CSX vs LULU
+52.0%
+444.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.1% | -0.6% |
| 7D | -0.6% | -16.9% | +16.4% | +2.9% |
| 30D | -3.2% | -22.0% | +18.7% | +1.4% |
| 3M | +2.6% | -17.8% | +20.4% | +6.0% |
| 6M | +19.8% | -41.3% | +61.1% | +32.3% |
| YTD | +34.7% | -52.0% | +86.7% | +55.2% |
| 1Y | +52.1% | -39.8% | +92.0% | +65.4% |
| 3Y | +68.4% | -74.8% | +143.3% | +115.8% |
| 5Y | +65.1% | -76.3% | +141.4% | +107.6% |
| 10Y | +496.7% | +53.9% | +442.8% | +462.8% |
| All | +496.7% | +52.0% | +444.7% | +462.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling