-28.0%
ORCL vs LULU
-49.9%
+21.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -17.4% | +20.5% | +4.3% |
| 7D | +5.3% | -16.7% | +22.0% | +6.4% |
| 30D | +10.0% | -18.5% | +28.5% | +11.4% |
| 3M | -32.6% | -19.5% | -13.1% | -31.4% |
| 6M | +4.9% | -41.9% | +46.8% | +8.8% |
| YTD | -17.8% | -51.6% | +33.8% | -15.7% |
| 1Y | -28.0% | -51.2% | +23.2% | -26.2% |
| All | -28.0% | -49.9% | +21.9% | -26.2% |
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