+45.4%
ORCL vs LULU
-77.2%
+122.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | -0.4% |
| 7D | +10.4% | -6.5% | +16.9% | +11.8% |
| 30D | -11.2% | +10.7% | -22.0% | -13.3% |
| 3M | -16.8% | -13.6% | -3.2% | -15.1% |
| 6M | -31.5% | -16.5% | -15.0% | -29.7% |
| YTD | -33.9% | -49.7% | +15.8% | -24.7% |
| 1Y | -43.3% | -38.9% | -4.4% | -38.2% |
| 3Y | +16.5% | -74.7% | +91.2% | +50.7% |
| 5Y | +45.4% | -76.9% | +122.3% | +77.7% |
| All | +45.4% | -77.2% | +122.6% | +77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling