-75.6%
LULU vs CAPR
+31.5%
-107.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.9% | +1.1% | -2.8% |
| 7D | -20.4% | -10.6% | -9.9% | -20.4% |
| 30D | -22.9% | +111.2% | -134.1% | -23.2% |
| 3M | -18.5% | -67.2% | +48.7% | -18.4% |
| 6M | -41.8% | -75.1% | +33.4% | -41.6% |
| YTD | -53.4% | -71.2% | +17.9% | -53.3% |
| 1Y | -40.9% | +31.1% | -72.0% | -42.0% |
| All | -75.6% | +31.5% | -107.2% | -77.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling