+606.9%
LULU vs CAKE
+449.7%
+157.2%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.6% | +1.5% |
| 7D | -1.6% | -4.5% | +2.9% | +0.3% |
| 30D | -18.1% | -12.4% | -5.7% | -13.6% |
| 3M | -18.8% | +37.3% | -56.1% | -29.6% |
| 6M | -39.2% | +70.7% | -109.9% | -52.2% |
| YTD | -52.4% | +106.0% | -158.4% | -65.6% |
| 1Y | -40.3% | +79.7% | -120.0% | -54.4% |
| 3Y | -75.1% | +267.8% | -342.9% | -86.4% |
| 5Y | -76.7% | +159.9% | -236.6% | -86.2% |
| 10Y | +52.7% | +154.3% | -101.6% | -31.9% |
| All | +606.9% | +449.7% | +157.2% | +47.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling