-51.2%
LULU vs CBOE
+29.2%
-80.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | 0.0% | -17.3% | -17.4% |
| 7D | -16.7% | -3.6% | -13.1% | -16.9% |
| 30D | -18.5% | +5.1% | -23.6% | -18.3% |
| 3M | -19.5% | +4.6% | -24.1% | -19.4% |
| 6M | -41.9% | -0.3% | -41.7% | -42.3% |
| YTD | -51.6% | +19.8% | -71.3% | -53.5% |
| 1Y | -51.2% | +28.4% | -79.5% | -55.5% |
| All | -51.2% | +29.2% | -80.3% | -55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 1y: compounded portfolio wealth divided by compounded CBOE 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…
1y analysis · Full analysis span regression · 6 months rolling