+1,242.0%
CSX vs LULU
+704.9%
+537.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -17.4% | +18.2% | +5.0% |
| 7D | -3.4% | -16.7% | +13.3% | +0.4% |
| 30D | -3.1% | -18.5% | +15.5% | +1.1% |
| 3M | +7.2% | -19.5% | +26.6% | +11.5% |
| 6M | +16.2% | -41.9% | +58.1% | +29.9% |
| YTD | +37.5% | -51.6% | +89.1% | +60.2% |
| 1Y | +53.2% | -51.2% | +104.4% | +76.2% |
| 3Y | +68.2% | -75.1% | +143.3% | +119.7% |
| 5Y | +65.2% | -74.1% | +139.3% | +106.2% |
| 10Y | +504.1% | +46.7% | +457.4% | +357.7% |
| All | +1,242.0% | +704.9% | +537.2% | +328.4% |
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