+74.7%
CSX vs LULU
-74.7%
+149.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -17.4% | +18.2% | +2.5% |
| 7D | -3.4% | -16.7% | +13.3% | -1.9% |
| 30D | -3.1% | -18.5% | +15.5% | -1.5% |
| 3M | +7.2% | -19.5% | +26.6% | +8.9% |
| 6M | +16.2% | -41.9% | +58.1% | +22.2% |
| YTD | +37.5% | -51.6% | +89.1% | +48.0% |
| 1Y | +53.2% | -51.2% | +104.4% | +63.8% |
| All | +74.7% | -74.7% | +149.4% | +94.3% |
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