+47.6%
ON vs LULU
-31.7%
+79.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.8% | -6.7% | -1.5% |
| 7D | -5.8% | +6.5% | -12.3% | -5.3% |
| 30D | -17.1% | +20.3% | -37.4% | -15.8% |
| 3M | -11.8% | -8.9% | -2.9% | -12.3% |
| 6M | -30.2% | -13.1% | -17.1% | -29.2% |
| YTD | +31.6% | -46.1% | +77.6% | +35.1% |
| 1Y | +47.6% | -30.3% | +77.8% | +35.7% |
| All | +47.6% | -31.7% | +79.3% | +35.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling