-38.9%
LULU vs CRBG
+23.1%
-62.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.6% |
| 7D | -6.5% | +5.1% | -11.6% | -8.2% |
| 30D | +10.7% | +4.6% | +6.2% | +9.0% |
| 3M | -13.6% | +7.2% | -20.8% | -15.8% |
| 6M | -16.5% | +40.0% | -56.6% | -26.4% |
| YTD | -49.7% | +22.4% | -72.1% | -52.4% |
| 1Y | -38.9% | +22.5% | -61.4% | -42.7% |
| All | -38.9% | +23.1% | -62.0% | -42.7% |
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