-77.2%
LULU vs CMS
+22.8%
-100.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.8% |
| 7D | -20.4% | -1.3% | -19.1% | -20.3% |
| 30D | -22.9% | -2.8% | -20.1% | -22.7% |
| 3M | -18.5% | -7.1% | -11.4% | -18.0% |
| 6M | -41.8% | -10.0% | -31.7% | -41.2% |
| YTD | -53.4% | -0.9% | -52.4% | -53.4% |
| 1Y | -40.9% | -2.0% | -38.9% | -40.9% |
| 3Y | -75.6% | +33.0% | -108.5% | -77.1% |
| 5Y | -77.2% | +24.3% | -101.5% | -79.1% |
| All | -77.2% | +22.8% | -100.1% | -79.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling