+32.1%
ORCL vs LULU
-74.8%
+107.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.8% | 0.0% |
| 7D | +10.9% | -16.9% | +27.8% | +13.8% |
| 30D | +7.0% | -22.0% | +29.0% | +11.0% |
| 3M | -21.2% | -17.8% | -3.4% | -19.2% |
| 6M | +7.4% | -41.3% | +48.6% | +16.7% |
| YTD | -16.3% | -52.0% | +35.7% | -6.0% |
| 1Y | -32.3% | -39.8% | +7.5% | -27.1% |
| All | +32.1% | -74.8% | +107.0% | +65.9% |
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