+372.2%
LULU vs COPX
+179.5%
+192.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.2% | +2.2% |
| 7D | -1.6% | -2.3% | +0.7% | -0.8% |
| 30D | -18.1% | +0.3% | -18.4% | -18.4% |
| 3M | -18.8% | +6.8% | -25.6% | -21.7% |
| 6M | -39.2% | +7.9% | -47.2% | -42.3% |
| YTD | -52.4% | +23.7% | -76.1% | -57.8% |
| 1Y | -40.3% | +71.5% | -111.8% | -53.8% |
| 3Y | -75.1% | +149.1% | -224.2% | -83.9% |
| 5Y | -76.7% | +167.3% | -244.1% | -85.7% |
| 10Y | +52.7% | +568.5% | -515.8% | -40.6% |
| All | +372.2% | +179.5% | +192.7% | +159.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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