+637.1%
LULU vs OVV
-36.1%
+673.2%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +2.8% |
| 7D | -12.6% | -3.7% | -8.8% | -11.9% |
| 30D | -19.7% | +8.0% | -27.7% | -20.9% |
| 3M | -12.2% | +11.3% | -23.5% | -14.4% |
| 6M | -39.3% | +24.0% | -63.3% | -42.4% |
| YTD | -50.3% | +65.3% | -115.7% | -55.6% |
| 1Y | -38.6% | +60.2% | -98.8% | -44.9% |
| 3Y | -74.0% | +46.9% | -120.9% | -76.7% |
| 5Y | -72.9% | +158.7% | -231.6% | -79.2% |
| 10Y | +56.2% | +50.8% | +5.3% | +3.1% |
| All | +637.1% | -36.1% | +673.2% | +431.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 OVV 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