+428.3%
CVX vs LULU
+675.0%
-246.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.4% | 0.0% |
| 7D | +0.7% | -20.4% | +21.1% | +4.1% |
| 30D | +9.1% | -22.9% | +32.0% | +13.3% |
| 3M | +13.1% | -18.5% | +31.6% | +16.0% |
| 6M | +16.3% | -41.8% | +58.1% | +25.1% |
| YTD | +43.5% | -53.4% | +96.9% | +59.7% |
| 1Y | +40.2% | -40.9% | +81.0% | +49.2% |
| 3Y | +44.2% | -75.6% | +119.8% | +72.7% |
| 5Y | +170.6% | -77.2% | +247.9% | +219.9% |
| 10Y | +220.3% | +49.5% | +170.8% | +166.9% |
| All | +428.3% | +675.0% | -246.8% | +154.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling