-76.7%
LULU vs CG
-2.7%
-74.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.9% | +2.9% |
| 7D | -1.6% | -9.9% | +8.2% | +2.9% |
| 30D | -18.1% | -11.7% | -6.5% | -13.6% |
| 3M | -18.8% | -4.3% | -14.5% | -17.8% |
| 6M | -39.2% | -8.8% | -30.4% | -37.3% |
| YTD | -52.4% | -26.9% | -25.5% | -46.0% |
| 1Y | -40.3% | -35.4% | -4.9% | -28.8% |
| 3Y | -75.1% | +43.0% | -118.1% | -80.7% |
| All | -76.7% | -2.7% | -74.0% | -79.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling