+612.3%
LULU vs CASY
+2,870.9%
-2,258.6%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -14.2% | +10.9% | +2.4% |
| 7D | -16.9% | -16.5% | -0.4% | -11.0% |
| 30D | -22.0% | -26.4% | +4.4% | -12.2% |
| 3M | -17.8% | -17.3% | -0.5% | -13.6% |
| 6M | -41.3% | -5.2% | -36.1% | -42.3% |
| YTD | -52.0% | +14.1% | -66.1% | -56.6% |
| 1Y | -39.8% | +16.6% | -56.4% | -46.4% |
| 3Y | -74.8% | +163.7% | -238.5% | -85.3% |
| 5Y | -76.3% | +231.3% | -307.6% | -87.7% |
| 10Y | +53.9% | +462.9% | -409.0% | -41.9% |
| All | +612.3% | +2,870.9% | -2,258.6% | -8.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling