-74.8%
LULU vs CART
+12.5%
-87.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.3% | -4.1% | -3.0% |
| 7D | -20.4% | -8.7% | -11.8% | -19.5% |
| 30D | -22.9% | -4.4% | -18.5% | -22.4% |
| 3M | -18.5% | +14.6% | -33.2% | -20.1% |
| 6M | -41.8% | +24.4% | -66.2% | -43.6% |
| YTD | -53.4% | +5.0% | -58.4% | -54.1% |
| 1Y | -40.9% | +0.5% | -41.4% | -41.8% |
| All | -74.8% | +12.5% | -87.3% | -77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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