-75.1%
LULU vs CAG
-39.7%
-35.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.8% | +2.3% |
| 7D | -1.6% | -5.7% | +4.1% | -0.7% |
| 30D | -18.1% | -2.4% | -15.7% | -17.7% |
| 3M | -18.8% | +9.8% | -28.6% | -19.7% |
| 6M | -39.2% | -10.8% | -28.4% | -38.6% |
| YTD | -52.4% | -10.8% | -41.6% | -52.1% |
| 1Y | -40.3% | -19.0% | -21.3% | -39.3% |
| 3Y | -75.1% | -39.7% | -35.4% | -74.0% |
| All | -75.1% | -39.7% | -35.4% | -74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 3y: compounded portfolio wealth divided by compounded CAG 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…
3y analysis · Full analysis span regression · 6 months rolling