-74.7%
LULU vs CF
+68.9%
-143.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -4.6% | +4.8% | -9.4% | -4.6% |
| 30D | +12.3% | +4.7% | +7.6% | +12.3% |
| 3M | -11.6% | +7.4% | -19.1% | -11.4% |
| 6M | -12.8% | +0.6% | -13.4% | -12.5% |
| YTD | -49.2% | +64.1% | -113.3% | -53.4% |
| 1Y | -37.7% | +51.4% | -89.1% | -42.0% |
| 3Y | -74.7% | +67.8% | -142.5% | -77.5% |
| All | -74.7% | +68.9% | -143.6% | -77.5% |
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