+1,287.4%
CSX vs LULU
+783.0%
+504.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.9% | +3.1% | +1.7% |
| 7D | +0.7% | +3.2% | -2.5% | -0.1% |
| 30D | +8.1% | +16.8% | -8.7% | +4.0% |
| 3M | +2.2% | -13.6% | +15.8% | +4.9% |
| 6M | +14.6% | -15.9% | +30.5% | +17.6% |
| YTD | +42.2% | -46.9% | +89.1% | +61.6% |
| 1Y | +47.3% | -35.2% | +82.5% | +58.9% |
| 3Y | +73.5% | -73.3% | +146.8% | +122.9% |
| 5Y | +54.1% | -75.9% | +130.0% | +96.5% |
| 10Y | +409.0% | +93.4% | +315.5% | +259.5% |
| All | +1,287.4% | +783.0% | +504.4% | +332.0% |
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