+637.1%
LULU vs CAPR
-99.1%
+736.2%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.6% | +6.2% | +2.6% |
| 7D | -12.6% | -9.5% | -3.1% | -12.5% |
| 30D | -19.7% | +121.5% | -141.3% | -19.8% |
| 3M | -12.2% | -65.4% | +53.2% | -12.2% |
| 6M | -39.3% | -67.5% | +28.2% | -39.3% |
| YTD | -50.3% | -68.6% | +18.3% | -50.3% |
| 1Y | -38.6% | +42.7% | -81.3% | -38.9% |
| 3Y | -74.0% | +43.4% | -117.3% | -74.1% |
| 5Y | -72.9% | +86.0% | -158.9% | -73.0% |
| 10Y | +56.2% | -77.4% | +133.6% | +56.2% |
| All | +637.1% | -99.1% | +736.2% | +986.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling