-75.1%
LULU vs CRL
+38.6%
-113.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.2% | +1.6% |
| 7D | -1.6% | -3.5% | +1.9% | -0.5% |
| 30D | -18.1% | -2.1% | -16.0% | -17.6% |
| 3M | -18.8% | +48.0% | -66.7% | -28.8% |
| 6M | -39.2% | +64.7% | -103.9% | -48.6% |
| YTD | -52.4% | +39.5% | -91.9% | -57.8% |
| 1Y | -40.3% | +74.2% | -114.5% | -50.6% |
| 3Y | -75.1% | +39.4% | -114.5% | -78.5% |
| All | -75.1% | +38.6% | -113.7% | -78.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling