+2,723.9%
CTAS vs LULU
+697.8%
+2,026.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.1% | +0.5% |
| 7D | +1.0% | -16.9% | +17.9% | +4.6% |
| 30D | -1.1% | -22.0% | +20.9% | +3.8% |
| 3M | +11.5% | -17.8% | +29.3% | +15.5% |
| 6M | +0.2% | -41.3% | +41.4% | +10.8% |
| YTD | +7.2% | -52.0% | +59.2% | +23.4% |
| 1Y | 0.0% | -39.8% | +39.8% | +9.2% |
| 3Y | +65.9% | -74.8% | +140.8% | +109.9% |
| 5Y | +109.6% | -76.3% | +185.9% | +162.0% |
| 10Y | +683.8% | +53.9% | +629.9% | +542.0% |
| All | +2,723.9% | +697.8% | +2,026.1% | +1,112.3% |
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 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