-51.2%
LULU vs CG
-24.3%
-26.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -1.6% | -15.7% | -16.8% |
| 7D | -16.7% | -4.3% | -12.4% | -15.3% |
| 30D | -18.5% | -5.1% | -13.5% | -17.0% |
| 3M | -19.5% | +8.7% | -28.1% | -22.4% |
| 6M | -41.9% | -9.2% | -32.7% | -39.6% |
| YTD | -51.6% | -18.9% | -32.7% | -47.0% |
| 1Y | -51.2% | -25.6% | -25.5% | -45.8% |
| All | -51.2% | -24.3% | -26.9% | -45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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