+36.4%
LULU vs CNH
+59.0%
-22.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.2% | -5.6% | -4.0% |
| 7D | -16.9% | +1.8% | -18.8% | -17.7% |
| 30D | -22.0% | +32.6% | -54.6% | -28.6% |
| 3M | -17.8% | +29.4% | -47.3% | -24.6% |
| 6M | -41.3% | +26.0% | -67.2% | -46.1% |
| YTD | -52.0% | +52.2% | -104.2% | -58.5% |
| 1Y | -39.8% | +23.9% | -63.7% | -44.8% |
| 3Y | -74.8% | +10.1% | -85.0% | -76.5% |
| 5Y | -76.3% | +13.2% | -89.5% | -78.3% |
| 10Y | +53.9% | +160.7% | -106.8% | +12.5% |
| All | +36.4% | +59.0% | -22.6% | +0.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling