+50.0%
LULU vs CNH
+158.6%
-108.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +2.0% |
| 7D | -1.6% | -5.7% | +4.1% | +0.1% |
| 30D | -18.1% | +26.6% | -44.7% | -24.8% |
| 3M | -18.8% | +31.1% | -49.9% | -26.7% |
| 6M | -39.2% | +24.9% | -64.1% | -44.8% |
| YTD | -52.4% | +48.7% | -101.1% | -59.4% |
| 1Y | -40.3% | +22.2% | -62.5% | -45.7% |
| 3Y | -75.1% | +7.4% | -82.5% | -76.8% |
| 5Y | -76.7% | +10.8% | -87.6% | -79.0% |
| All | +50.0% | +158.6% | -108.6% | +2.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling