+919.2%
ORCL vs LULU
+704.9%
+214.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -17.4% | +20.5% | +6.7% |
| 7D | +5.3% | -16.7% | +22.0% | +8.8% |
| 30D | +10.0% | -18.5% | +28.5% | +14.0% |
| 3M | -32.6% | -19.5% | -13.1% | -30.1% |
| 6M | +4.9% | -41.9% | +46.8% | +16.2% |
| YTD | -17.8% | -51.6% | +33.8% | -5.5% |
| 1Y | -28.0% | -51.2% | +23.2% | -18.4% |
| 3Y | +36.0% | -75.1% | +111.1% | +73.0% |
| 5Y | +88.7% | -74.1% | +162.8% | +131.6% |
| 10Y | +346.9% | +46.7% | +300.2% | +261.4% |
| All | +919.2% | +704.9% | +214.4% | +361.6% |
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