-16.7%
CTSH vs LULU
-77.2%
+60.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.1% | +0.9% |
| 7D | -9.8% | -20.4% | +10.7% | -4.9% |
| 30D | +0.1% | -22.9% | +23.0% | +6.2% |
| 3M | +13.2% | -18.5% | +31.8% | +18.4% |
| 6M | -6.2% | -41.8% | +35.6% | +5.7% |
| YTD | -28.5% | -53.4% | +24.9% | -15.2% |
| 1Y | -13.8% | -40.9% | +27.1% | -3.5% |
| 3Y | -13.7% | -75.6% | +61.9% | +12.8% |
| 5Y | -16.7% | -77.2% | +60.6% | +7.0% |
| All | -16.7% | -77.2% | +60.5% | +7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling