-74.9%
LULU vs CF
+75.7%
-150.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.8% | -6.2% | -3.4% |
| 7D | -16.9% | -0.8% | -16.1% | -16.9% |
| 30D | -22.0% | +14.3% | -36.2% | -21.9% |
| 3M | -17.8% | +27.9% | -45.7% | -17.9% |
| 6M | -41.3% | +25.5% | -66.8% | -42.5% |
| YTD | -52.0% | +81.2% | -133.2% | -56.0% |
| 1Y | -39.8% | +66.5% | -106.3% | -43.9% |
| All | -74.9% | +75.7% | -150.6% | -77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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