+216.7%
CTVA vs LULU
-42.2%
+258.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -1.2% |
| 7D | -4.5% | -1.6% | -2.9% | -4.2% |
| 30D | +11.3% | -18.1% | +29.4% | +15.5% |
| 3M | +12.3% | -18.8% | +31.1% | +16.4% |
| 6M | +7.2% | -39.2% | +46.4% | +17.5% |
| YTD | +26.0% | -52.4% | +78.4% | +45.8% |
| 1Y | +16.0% | -40.3% | +56.3% | +26.5% |
| 3Y | +73.9% | -75.1% | +149.0% | +125.3% |
| 5Y | +103.8% | -76.7% | +180.5% | +161.4% |
| All | +216.7% | -42.2% | +258.9% | +126.3% |
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 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