-72.5%
LULU vs CART
+40.2%
-112.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.5% | +1.0% |
| 7D | -4.6% | +1.3% | -5.9% | -4.8% |
| 30D | +12.3% | +19.2% | -6.9% | +9.5% |
| 3M | -11.6% | +17.6% | -29.2% | -13.7% |
| 6M | -12.8% | +47.4% | -60.2% | -17.4% |
| YTD | -49.2% | +30.9% | -80.0% | -51.5% |
| 1Y | -37.7% | +46.0% | -83.7% | -41.4% |
| 3Y | -74.7% | +130.3% | -205.0% | -77.8% |
| All | -72.5% | +40.2% | -112.7% | -76.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling