+50.0%
LULU vs CAPR
-78.4%
+128.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.3% | +2.1% |
| 7D | -1.6% | -11.0% | +9.3% | -1.5% |
| 30D | -18.1% | +99.8% | -117.9% | -19.2% |
| 3M | -18.8% | -66.6% | +47.8% | -18.3% |
| 6M | -39.2% | -75.1% | +35.9% | -38.6% |
| YTD | -52.4% | -71.0% | +18.6% | -52.1% |
| 1Y | -40.3% | +30.0% | -70.3% | -43.6% |
| 3Y | -75.1% | +29.0% | -104.1% | -77.3% |
| 5Y | -76.7% | +70.8% | -147.6% | -79.2% |
| All | +50.0% | -78.4% | +128.4% | +31.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling