-30.3%
LULU vs CAPR
+47.4%
-77.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +8.3% | -3.5% | +4.8% |
| 7D | +6.5% | +43.2% | -36.7% | +6.5% |
| 30D | +20.3% | +14.7% | +5.7% | +20.3% |
| 3M | -8.9% | +113.9% | -122.8% | -8.9% |
| 6M | -13.1% | -73.4% | +60.3% | -13.1% |
| YTD | -46.1% | -69.1% | +23.0% | -46.1% |
| 1Y | -30.3% | +47.2% | -77.4% | -29.6% |
| All | -30.3% | +47.4% | -77.7% | -29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling