-75.6%
LULU vs CASY
+163.1%
-238.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.8% |
| 7D | -20.4% | -17.2% | -3.2% | -19.7% |
| 30D | -22.9% | -24.4% | +1.5% | -21.8% |
| 3M | -18.5% | -31.4% | +12.9% | -16.9% |
| 6M | -41.8% | -8.9% | -32.9% | -42.2% |
| YTD | -53.4% | +13.8% | -67.2% | -54.9% |
| 1Y | -40.9% | +17.0% | -57.8% | -43.1% |
| All | -75.6% | +163.1% | -238.7% | -78.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling