-30.3%
LULU vs COO
-7.7%
-22.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +5.9% | -1.1% | +2.0% |
| 7D | +6.5% | +8.4% | -1.9% | +2.5% |
| 30D | +20.3% | +13.5% | +6.8% | +13.5% |
| 3M | -8.9% | -13.8% | +4.8% | -1.8% |
| 6M | -13.1% | +4.7% | -17.8% | -15.5% |
| YTD | -46.1% | -21.4% | -24.7% | -35.6% |
| 1Y | -30.3% | -6.7% | -23.5% | -23.8% |
| All | -30.3% | -7.7% | -22.6% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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