+167.0%
CVX vs LULU
-76.9%
+243.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.5% | +0.4% |
| 7D | +2.6% | -1.6% | +4.2% | +2.7% |
| 30D | +9.8% | -18.1% | +27.9% | +11.5% |
| 3M | +16.2% | -18.8% | +35.0% | +17.9% |
| 6M | +13.6% | -39.2% | +52.8% | +18.3% |
| YTD | +44.4% | -52.4% | +96.7% | +54.3% |
| 1Y | +40.6% | -40.3% | +80.9% | +45.6% |
| 3Y | +48.2% | -75.1% | +123.3% | +66.9% |
| All | +167.0% | -76.9% | +243.9% | +205.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LULU.
Daily Out/Under-Performance
Portfolio return minus LULU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LULU 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 5y: compounded portfolio wealth divided by compounded LULU 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…
5y analysis · Full analysis span regression · 6 months rolling