+524.9%
EOG vs LULU
+675.0%
-150.1%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.2% | +0.9% |
| 7D | +1.0% | -20.4% | +21.5% | +5.5% |
| 30D | +2.8% | -22.9% | +25.7% | +7.9% |
| 3M | +5.9% | -18.5% | +24.4% | +9.4% |
| 6M | +17.1% | -41.8% | +58.8% | +28.5% |
| YTD | +43.9% | -53.4% | +97.3% | +65.1% |
| 1Y | +26.9% | -40.9% | +67.8% | +37.3% |
| 3Y | +23.6% | -75.6% | +99.1% | +55.6% |
| 5Y | +178.1% | -77.2% | +255.4% | +243.9% |
| 10Y | +119.8% | +49.5% | +70.3% | +66.5% |
| All | +524.9% | +675.0% | -150.1% | +133.5% |
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