+592.0%
LULU vs CRL
+428.0%
+164.0%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -0.9% | -1.9% |
| 7D | -20.4% | -6.9% | -13.5% | -17.6% |
| 30D | -22.9% | -3.2% | -19.7% | -21.7% |
| 3M | -18.5% | +46.5% | -65.1% | -32.8% |
| 6M | -41.8% | +63.1% | -104.9% | -54.7% |
| YTD | -53.4% | +36.9% | -90.2% | -60.8% |
| 1Y | -40.9% | +78.1% | -119.0% | -56.7% |
| 3Y | -75.6% | +36.7% | -112.2% | -81.4% |
| 5Y | -77.2% | -38.1% | -39.1% | -75.0% |
| 10Y | +49.5% | +246.6% | -197.1% | -40.0% |
| All | +592.0% | +428.0% | +164.0% | +59.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling