+707.6%
ORCL vs LULU
+745.2%
-37.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.6% |
| 7D | +8.0% | -4.6% | +12.6% | +9.0% |
| 30D | -4.0% | +12.3% | -16.3% | -6.6% |
| 3M | -19.5% | -11.6% | -7.8% | -18.1% |
| 6M | -33.5% | -12.8% | -20.6% | -32.4% |
| YTD | -34.8% | -49.2% | +14.3% | -26.1% |
| 1Y | -41.6% | -37.7% | -3.9% | -36.8% |
| 3Y | +13.8% | -74.7% | +88.4% | +43.8% |
| 5Y | +43.4% | -76.7% | +120.0% | +79.7% |
| 10Y | +268.8% | +82.7% | +186.2% | +184.3% |
| All | +707.6% | +745.2% | -37.6% | +260.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling