+50.0%
LULU vs CMS
+118.9%
-68.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +2.9% | +2.3% |
| 7D | -1.6% | -1.9% | +0.3% | -1.3% |
| 30D | -18.1% | -4.1% | -14.0% | -17.5% |
| 3M | -18.8% | -7.1% | -11.7% | -17.6% |
| 6M | -39.2% | -10.1% | -29.2% | -38.1% |
| YTD | -52.4% | -1.7% | -50.7% | -52.4% |
| 1Y | -40.3% | -3.4% | -36.9% | -40.1% |
| 3Y | -75.1% | +31.6% | -106.6% | -77.1% |
| 5Y | -76.7% | +23.3% | -100.0% | -78.6% |
| All | +50.0% | +118.9% | -68.9% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling