-75.1%
LULU vs CHD
+0.7%
-75.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +1.9% | +2.1% |
| 7D | -1.6% | -4.5% | +2.8% | -0.5% |
| 30D | -18.1% | -6.7% | -11.4% | -16.8% |
| 3M | -18.8% | -2.7% | -16.0% | -18.2% |
| 6M | -39.2% | -4.9% | -34.3% | -38.5% |
| YTD | -52.4% | +13.3% | -65.7% | -53.7% |
| 1Y | -40.3% | +1.0% | -41.3% | -40.8% |
| 3Y | -75.1% | +1.3% | -76.4% | -76.8% |
| All | -75.1% | +0.7% | -75.8% | -76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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