-51.2%
LULU vs CRBG
+3.6%
-54.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -0.8% | -16.6% | -17.1% |
| 7D | -16.7% | +5.7% | -22.4% | -18.3% |
| 30D | -18.5% | +2.6% | -21.2% | -19.3% |
| 3M | -19.5% | +31.6% | -51.0% | -27.2% |
| 6M | -41.9% | +32.8% | -74.8% | -48.1% |
| YTD | -51.6% | +16.5% | -68.0% | -53.8% |
| 1Y | -51.2% | +6.1% | -57.3% | -52.5% |
| All | -51.2% | +3.6% | -54.7% | -52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 1y: compounded portfolio wealth divided by compounded CRBG 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…
1y analysis · Full analysis span regression · 6 months rolling