+612.3%
LULU vs CPB
+6.4%
+605.9%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.6% | -3.9% | -3.5% |
| 7D | -16.9% | -8.0% | -9.0% | -14.9% |
| 30D | -22.0% | -2.4% | -19.6% | -21.4% |
| 3M | -17.8% | +0.5% | -18.4% | -18.0% |
| 6M | -41.3% | -10.5% | -30.8% | -39.6% |
| YTD | -52.0% | -17.5% | -34.5% | -49.7% |
| 1Y | -39.8% | -31.0% | -8.8% | -33.8% |
| 3Y | -74.8% | -40.6% | -34.2% | -71.8% |
| 5Y | -76.3% | -37.7% | -38.6% | -74.4% |
| 10Y | +53.9% | -43.4% | +97.3% | +63.1% |
| All | +612.3% | +6.4% | +605.9% | +358.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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