+50.0%
LULU vs CAKE
+155.4%
-105.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.6% | +1.8% |
| 7D | -1.6% | -4.5% | +2.9% | -0.4% |
| 30D | -18.1% | -12.4% | -5.7% | -15.3% |
| 3M | -18.8% | +37.3% | -56.1% | -25.7% |
| 6M | -39.2% | +70.7% | -109.9% | -47.7% |
| YTD | -52.4% | +106.0% | -158.4% | -61.1% |
| 1Y | -40.3% | +79.7% | -120.0% | -49.5% |
| 3Y | -75.1% | +267.8% | -342.9% | -82.6% |
| 5Y | -76.7% | +159.9% | -236.6% | -83.0% |
| All | +50.0% | +155.4% | -105.5% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE 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 CAKE 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