+654.6%
LULU vs CF
+1,576.9%
-922.3%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -4.6% | +4.8% | -9.4% | -6.0% |
| 30D | +12.3% | +4.7% | +7.6% | +10.4% |
| 3M | -11.6% | +7.4% | -19.1% | -13.9% |
| 6M | -12.8% | +0.6% | -13.4% | -14.2% |
| YTD | -49.2% | +64.1% | -113.3% | -58.4% |
| 1Y | -37.7% | +51.4% | -89.1% | -47.8% |
| 3Y | -74.7% | +67.8% | -142.5% | -80.0% |
| 5Y | -76.7% | +114.1% | -190.8% | -84.0% |
| 10Y | +82.7% | +480.1% | -397.4% | -21.2% |
| All | +654.6% | +1,576.9% | -922.3% | +54.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling