+336.5%
ORCL vs LULU
+50.4%
+286.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.8% | -2.5% | -4.8% |
| 7D | -0.7% | -20.4% | +19.7% | +3.6% |
| 30D | +5.1% | -22.9% | +28.0% | +10.2% |
| 3M | -23.7% | -18.5% | -5.2% | -21.2% |
| 6M | +3.1% | -41.8% | +44.9% | +14.1% |
| YTD | -20.8% | -53.4% | +32.6% | -8.2% |
| 1Y | -52.9% | -40.9% | -12.0% | -48.4% |
| 3Y | +25.4% | -75.6% | +101.0% | +61.1% |
| 5Y | +82.4% | -77.2% | +159.7% | +130.6% |
| All | +336.5% | +50.4% | +286.1% | +316.5% |
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