+557.2%
ON vs LULU
+697.8%
-140.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.2% | +1.0% |
| 7D | -1.9% | -16.9% | +15.1% | +3.8% |
| 30D | -11.0% | -22.0% | +10.9% | -4.2% |
| 3M | -39.3% | -17.8% | -21.5% | -36.7% |
| 6M | +19.8% | -41.3% | +61.1% | +39.3% |
| YTD | +31.1% | -52.0% | +83.1% | +63.1% |
| 1Y | +46.0% | -39.8% | +85.8% | +66.2% |
| 3Y | -27.5% | -74.8% | +47.3% | +9.0% |
| 5Y | +56.9% | -76.3% | +133.2% | +139.1% |
| 10Y | +591.8% | +53.9% | +537.9% | +464.5% |
| All | +557.2% | +697.8% | -140.5% | +122.7% |
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 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