-70.3%
LULU vs CRBG
+117.3%
-187.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.7% | +1.7% |
| 7D | -1.6% | +0.6% | -2.2% | -1.8% |
| 30D | -18.1% | +2.6% | -20.8% | -18.8% |
| 3M | -18.8% | +24.0% | -42.8% | -24.4% |
| 6M | -39.2% | +50.5% | -89.7% | -47.1% |
| YTD | -52.4% | +17.1% | -69.5% | -55.1% |
| 1Y | -40.3% | +5.9% | -46.2% | -42.1% |
| 3Y | -75.1% | +122.7% | -197.8% | -81.2% |
| All | -70.3% | +117.3% | -187.6% | -77.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling