+1,323.2%
CSX vs LULU
+735.7%
+587.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.8% | +3.7% | +1.6% |
| 7D | +3.1% | -6.5% | +9.6% | +4.7% |
| 30D | +9.7% | +10.7% | -1.0% | +6.9% |
| 3M | +4.9% | -13.6% | +18.5% | +7.6% |
| 6M | +18.4% | -16.5% | +34.9% | +21.6% |
| YTD | +45.9% | -49.7% | +95.6% | +67.9% |
| 1Y | +50.0% | -38.9% | +88.8% | +64.0% |
| 3Y | +78.0% | -74.7% | +152.8% | +131.7% |
| 5Y | +59.2% | -76.9% | +136.1% | +105.0% |
| 10Y | +421.4% | +80.6% | +340.8% | +274.4% |
| All | +1,323.2% | +735.7% | +587.6% | +348.9% |
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