+608.2%
OKTA vs LULU
+94.6%
+513.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.2% | -4.9% | -3.7% |
| 7D | -2.4% | -1.6% | -0.8% | -1.9% |
| 30D | +13.0% | -18.1% | +31.2% | +21.6% |
| 3M | +41.7% | -18.8% | +60.5% | +51.9% |
| 6M | +105.9% | -39.2% | +145.1% | +149.5% |
| YTD | +92.6% | -52.4% | +144.9% | +161.2% |
| 1Y | +81.1% | -40.3% | +121.4% | +117.9% |
| 3Y | +84.8% | -75.1% | +159.9% | +211.6% |
| 5Y | -34.4% | -76.7% | +42.3% | +11.6% |
| All | +608.2% | +94.6% | +513.7% | +519.8% |
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