+22.2%
CTSH vs LULU
+53.6%
-31.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.2% | +0.7% | +2.3% |
| 7D | -3.7% | -1.6% | -2.1% | -3.3% |
| 30D | +3.7% | -18.1% | +21.8% | +8.5% |
| 3M | +17.9% | -18.8% | +36.7% | +23.6% |
| 6M | -2.6% | -39.2% | +36.6% | +9.1% |
| YTD | -26.4% | -52.4% | +26.0% | -12.5% |
| 1Y | -13.0% | -40.3% | +27.3% | -2.5% |
| 3Y | -11.2% | -75.1% | +63.9% | +17.6% |
| 5Y | -14.3% | -76.7% | +62.5% | +11.9% |
| All | +22.2% | +53.6% | -31.4% | +8.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling