+592.0%
LULU vs COO
+319.1%
+272.9%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -14.7% | +11.8% | +4.8% |
| 7D | -20.4% | -23.3% | +2.9% | -9.2% |
| 30D | -22.9% | -29.5% | +6.6% | -8.0% |
| 3M | -18.5% | -20.0% | +1.4% | -9.1% |
| 6M | -41.8% | -27.2% | -14.6% | -32.2% |
| YTD | -53.4% | -33.9% | -19.5% | -42.8% |
| 1Y | -40.9% | -19.9% | -21.0% | -34.6% |
| 3Y | -75.6% | -38.1% | -37.5% | -70.5% |
| 5Y | -77.2% | -52.0% | -25.3% | -68.8% |
| 10Y | +49.5% | +17.4% | +32.1% | +20.8% |
| All | +592.0% | +319.1% | +272.9% | +139.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling