-30.3%
LULU vs CLX
-6.5%
-23.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +5.7% | -0.9% | +2.4% |
| 7D | +6.5% | +14.2% | -7.7% | +0.8% |
| 30D | +20.3% | +22.7% | -2.4% | +11.0% |
| 3M | -8.9% | -2.8% | -6.2% | -9.2% |
| 6M | -13.1% | +17.7% | -30.8% | -18.0% |
| YTD | -46.1% | +3.3% | -49.4% | -48.2% |
| 1Y | -30.3% | -5.6% | -24.6% | -29.7% |
| All | -30.3% | -6.5% | -23.7% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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