-75.1%
LULU vs CG
+42.2%
-117.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.9% | +2.8% |
| 7D | -1.6% | -9.9% | +8.2% | +2.3% |
| 30D | -18.1% | -11.7% | -6.5% | -14.2% |
| 3M | -18.8% | -4.3% | -14.5% | -17.9% |
| 6M | -39.2% | -8.8% | -30.4% | -37.5% |
| YTD | -52.4% | -26.9% | -25.5% | -46.8% |
| 1Y | -40.3% | -35.4% | -4.9% | -30.4% |
| 3Y | -75.1% | +43.0% | -118.1% | -79.0% |
| All | -75.1% | +42.2% | -117.3% | -79.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling