-21.7%
ONON vs LULU
-76.5%
+54.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.2% | -0.1% | +0.9% |
| 7D | -2.1% | -1.6% | -0.4% | -1.3% |
| 30D | -11.6% | -18.1% | +6.5% | -2.7% |
| 3M | -30.1% | -18.8% | -11.3% | -22.6% |
| 6M | -30.5% | -39.2% | +8.7% | -9.9% |
| YTD | -41.0% | -52.4% | +11.3% | -12.1% |
| 1Y | -36.7% | -40.3% | +3.6% | -18.4% |
| 3Y | -8.6% | -75.1% | +66.5% | +80.8% |
| All | -21.7% | -76.5% | +54.8% | +49.4% |
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 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