-30.3%
LULU vs CNH
+15.2%
-45.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.2% | +4.9% | +4.8% |
| 7D | +6.5% | +6.5% | 0.0% | +5.8% |
| 30D | +20.3% | -12.0% | +32.3% | +22.0% |
| 3M | -8.9% | +4.4% | -13.3% | -10.6% |
| 6M | -13.1% | +15.7% | -28.8% | -16.6% |
| YTD | -46.1% | +28.2% | -74.3% | -50.0% |
| 1Y | -30.3% | +14.8% | -45.0% | -33.7% |
| All | -30.3% | +15.2% | -45.5% | -33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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