+606.9%
LULU vs CHD
+884.9%
-278.0%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +1.9% | +2.0% |
| 7D | -1.6% | -4.5% | +2.8% | +0.6% |
| 30D | -18.1% | -6.7% | -11.4% | -15.2% |
| 3M | -18.8% | -2.7% | -16.0% | -17.6% |
| 6M | -39.2% | -4.9% | -34.3% | -37.9% |
| YTD | -52.4% | +13.3% | -65.7% | -55.7% |
| 1Y | -40.3% | +1.0% | -41.3% | -41.3% |
| 3Y | -75.1% | +1.3% | -76.4% | -76.2% |
| 5Y | -76.7% | +20.8% | -97.6% | -80.4% |
| 10Y | +52.7% | +126.1% | -73.4% | -20.2% |
| All | +606.9% | +884.9% | -278.0% | +17.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling