-22.2%
ON vs LULU
-75.0%
+52.8%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +2.2% | +6.4% | +7.9% |
| 7D | +2.4% | -1.6% | +4.0% | +2.8% |
| 30D | -8.6% | -18.1% | +9.5% | -4.5% |
| 3M | -34.3% | -18.8% | -15.6% | -31.8% |
| 6M | +28.5% | -39.2% | +67.7% | +45.9% |
| YTD | +40.6% | -52.4% | +93.0% | +74.3% |
| 1Y | +55.3% | -40.3% | +95.6% | +73.9% |
| 3Y | -22.2% | -75.1% | +52.9% | +9.4% |
| All | -22.2% | -75.0% | +52.8% | +9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling