+629.3%
ON vs LULU
+53.6%
+575.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +2.2% | +6.4% | +7.6% |
| 7D | +2.4% | -1.6% | +4.0% | +3.0% |
| 30D | -8.6% | -18.1% | +9.5% | -1.9% |
| 3M | -34.3% | -18.8% | -15.6% | -30.6% |
| 6M | +28.5% | -39.2% | +67.7% | +53.0% |
| YTD | +40.6% | -52.4% | +93.0% | +86.7% |
| 1Y | +55.3% | -40.3% | +95.6% | +82.8% |
| 3Y | -22.2% | -75.1% | +52.9% | +31.8% |
| 5Y | +62.4% | -76.7% | +139.1% | +175.6% |
| All | +629.3% | +53.6% | +575.7% | +652.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling