-75.1%
LULU vs COO
-38.7%
-36.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.6% | +2.3% |
| 7D | -1.6% | -22.5% | +20.9% | +7.3% |
| 30D | -18.1% | -29.7% | +11.6% | -7.4% |
| 3M | -18.8% | -20.1% | +1.4% | -12.1% |
| 6M | -39.2% | -26.9% | -12.3% | -32.2% |
| YTD | -52.4% | -34.2% | -18.2% | -44.9% |
| 1Y | -40.3% | -21.3% | -19.0% | -34.7% |
| 3Y | -75.1% | -38.7% | -36.4% | -72.0% |
| All | -75.1% | -38.7% | -36.4% | -72.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling