+637.1%
LULU vs CP
+661.5%
-24.4%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.9% |
| 7D | -12.6% | +2.4% | -15.0% | -13.8% |
| 30D | -19.7% | -0.5% | -19.2% | -19.6% |
| 3M | -12.2% | +1.4% | -13.6% | -13.3% |
| 6M | -39.3% | +10.3% | -49.7% | -43.4% |
| YTD | -50.3% | +24.3% | -74.6% | -57.1% |
| 1Y | -38.6% | +20.4% | -59.1% | -46.1% |
| 3Y | -74.0% | +21.8% | -95.7% | -77.5% |
| 5Y | -72.9% | +31.5% | -104.4% | -78.0% |
| 10Y | +56.2% | +223.2% | -167.1% | -30.3% |
| All | +637.1% | +661.5% | -24.4% | +42.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling