-77.2%
LULU vs CNH
+8.2%
-85.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.9% | 0.0% | -1.9% |
| 7D | -20.4% | -2.5% | -18.0% | -20.2% |
| 30D | -22.9% | +27.0% | -49.9% | -29.8% |
| 3M | -18.5% | +32.6% | -51.2% | -27.5% |
| 6M | -41.8% | +23.6% | -65.4% | -47.4% |
| YTD | -53.4% | +47.8% | -101.2% | -61.0% |
| 1Y | -40.9% | +21.3% | -62.2% | -46.6% |
| 3Y | -75.6% | +7.0% | -82.5% | -77.2% |
| All | -77.2% | +8.2% | -85.4% | -79.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling