+237.6%
CTSH vs LULU
+725.5%
-488.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.6% | -6.4% | -4.5% |
| 7D | -5.5% | -12.6% | +7.1% | -2.4% |
| 30D | +4.5% | -19.7% | +24.3% | +10.3% |
| 3M | +13.7% | -12.2% | +26.0% | +17.1% |
| 6M | -8.4% | -39.3% | +30.9% | +3.6% |
| YTD | -26.5% | -50.3% | +23.8% | -12.4% |
| 1Y | -13.9% | -38.6% | +24.7% | -3.5% |
| 3Y | -11.3% | -74.0% | +62.6% | +18.9% |
| 5Y | -14.8% | -72.9% | +58.1% | +9.1% |
| 10Y | +22.5% | +56.2% | -33.6% | -8.9% |
| All | +237.6% | +725.5% | -488.0% | +14.6% |
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