+13.8%
ORCL vs LULU
-74.3%
+88.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.6% |
| 7D | +8.0% | -4.6% | +12.6% | +8.7% |
| 30D | -4.0% | +12.3% | -16.3% | -5.9% |
| 3M | -19.5% | -11.6% | -7.8% | -18.5% |
| 6M | -33.5% | -12.8% | -20.6% | -32.6% |
| YTD | -34.8% | -49.2% | +14.3% | -28.0% |
| 1Y | -41.6% | -37.7% | -3.9% | -37.7% |
| 3Y | +13.8% | -74.7% | +88.4% | +36.0% |
| All | +13.8% | -74.3% | +88.0% | +36.0% |
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