-75.1%
LULU vs CLX
-36.5%
-38.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.4% |
| 7D | -1.6% | -5.7% | +4.1% | -0.2% |
| 30D | -18.1% | -17.0% | -1.1% | -14.3% |
| 3M | -18.8% | -9.7% | -9.1% | -16.8% |
| 6M | -39.2% | -19.8% | -19.4% | -36.4% |
| YTD | -52.4% | -9.8% | -42.5% | -51.4% |
| 1Y | -40.3% | -26.2% | -14.1% | -36.9% |
| 3Y | -75.1% | -36.2% | -38.9% | -73.8% |
| All | -75.1% | -36.5% | -38.6% | -73.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling