+50.0%
LULU vs CRL
+256.1%
-206.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.2% | +1.4% |
| 7D | -1.6% | -3.5% | +1.9% | -0.2% |
| 30D | -18.1% | -2.1% | -16.0% | -17.4% |
| 3M | -18.8% | +48.0% | -66.7% | -31.8% |
| 6M | -39.2% | +64.7% | -103.9% | -51.4% |
| YTD | -52.4% | +39.5% | -91.9% | -59.4% |
| 1Y | -40.3% | +74.2% | -114.5% | -54.0% |
| 3Y | -75.1% | +39.4% | -114.5% | -80.5% |
| 5Y | -76.7% | -36.9% | -39.8% | -74.2% |
| All | +50.0% | +256.1% | -206.1% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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