-76.7%
LULU vs CP
+34.9%
-111.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.7% | +1.9% |
| 7D | -1.6% | -2.6% | +1.0% | -0.1% |
| 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% | -42.4% |
| YTD | -52.4% | +21.7% | -74.1% | -58.3% |
| 1Y | -40.3% | +18.6% | -58.9% | -47.0% |
| 3Y | -75.1% | +17.5% | -92.6% | -78.1% |
| All | -76.7% | +34.9% | -111.6% | -81.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling