+65.5%
CSX vs LULU
-73.2%
+138.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -1.2% |
| 7D | +0.6% | -12.6% | +13.2% | +2.4% |
| 30D | -2.3% | -19.7% | +17.5% | +0.7% |
| 3M | +4.3% | -12.2% | +16.5% | +5.7% |
| 6M | +23.4% | -39.3% | +62.7% | +32.4% |
| YTD | +36.4% | -50.3% | +86.7% | +51.6% |
| 1Y | +53.0% | -38.6% | +91.7% | +62.6% |
| 3Y | +70.6% | -74.0% | +144.6% | +106.5% |
| 5Y | +65.5% | -72.9% | +138.4% | +90.3% |
| All | +65.5% | -73.2% | +138.7% | +90.3% |
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 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