+346.3%
LULU vs CBOE
+978.8%
-632.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.2% | +4.4% | +2.8% |
| 7D | -1.6% | -5.8% | +4.2% | -0.1% |
| 30D | -18.1% | -3.1% | -15.0% | -17.6% |
| 3M | -18.8% | -4.8% | -14.0% | -18.4% |
| 6M | -39.2% | -0.6% | -38.6% | -40.4% |
| YTD | -52.4% | +12.8% | -65.2% | -55.2% |
| 1Y | -40.3% | +19.8% | -60.1% | -44.9% |
| 3Y | -75.1% | +86.9% | -162.0% | -80.9% |
| 5Y | -76.7% | +136.5% | -213.3% | -83.6% |
| 10Y | +52.7% | +368.4% | -315.7% | -18.5% |
| All | +346.3% | +978.8% | -632.4% | +44.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling