+40.0%
CVS vs LULU
+53.6%
-13.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.8% | -0.9% |
| 7D | -2.2% | -1.6% | -0.5% | -2.0% |
| 30D | -0.1% | -18.1% | +18.1% | +1.7% |
| 3M | -5.2% | -18.8% | +13.6% | -3.6% |
| 6M | +26.9% | -39.2% | +66.1% | +32.5% |
| YTD | +22.1% | -52.4% | +74.4% | +30.8% |
| 1Y | +30.8% | -40.3% | +71.1% | +36.3% |
| 3Y | +54.4% | -75.1% | +129.5% | +74.1% |
| 5Y | +33.4% | -76.7% | +110.1% | +48.6% |
| All | +40.0% | +53.6% | -13.6% | +25.2% |
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