+592.0%
LULU vs CLX
+152.2%
+439.8%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.4% |
| 7D | -20.4% | -5.9% | -14.6% | -18.3% |
| 30D | -22.9% | -17.0% | -5.8% | -16.6% |
| 3M | -18.5% | -9.6% | -9.0% | -15.1% |
| 6M | -41.8% | -21.5% | -20.3% | -36.1% |
| YTD | -53.4% | -8.8% | -44.6% | -52.2% |
| 1Y | -40.9% | -24.7% | -16.2% | -34.3% |
| 3Y | -75.6% | -35.6% | -39.9% | -71.7% |
| 5Y | -77.2% | -37.6% | -39.6% | -74.2% |
| 10Y | +49.5% | -2.4% | +51.9% | +6.8% |
| All | +592.0% | +152.2% | +439.8% | +80.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling