+50.0%
LULU vs CASY
+453.5%
-403.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.9% | +4.1% | +2.7% |
| 7D | -1.6% | -18.6% | +17.0% | +4.0% |
| 30D | -18.1% | -26.6% | +8.5% | -10.9% |
| 3M | -18.8% | -32.8% | +14.0% | -9.7% |
| 6M | -39.2% | -10.0% | -29.2% | -39.1% |
| YTD | -52.4% | +11.6% | -64.0% | -55.8% |
| 1Y | -40.3% | +11.5% | -51.8% | -44.8% |
| 3Y | -75.1% | +160.7% | -235.8% | -83.9% |
| 5Y | -76.7% | +232.4% | -309.2% | -86.4% |
| All | +50.0% | +453.5% | -403.5% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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