+50.0%
LULU vs CP
+232.0%
-182.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.7% | +1.9% |
| 7D | -1.6% | -2.6% | +1.0% | -0.2% |
| 30D | -18.1% | -3.7% | -14.4% | -16.4% |
| 3M | -18.8% | +0.1% | -18.9% | -19.1% |
| 6M | -39.2% | +7.8% | -47.1% | -42.3% |
| YTD | -52.4% | +21.7% | -74.1% | -58.1% |
| 1Y | -40.3% | +18.6% | -58.9% | -46.7% |
| 3Y | -75.1% | +17.5% | -92.6% | -77.9% |
| 5Y | -76.7% | +35.4% | -112.1% | -81.1% |
| All | +50.0% | +232.0% | -182.0% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling