+1.7%
OXY vs LULU
-75.0%
+76.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | +0.4% |
| 7D | +2.8% | -1.6% | +4.5% | +2.9% |
| 30D | +5.5% | -18.1% | +23.6% | +6.7% |
| 3M | +11.3% | -18.8% | +30.1% | +12.6% |
| 6M | +11.6% | -39.2% | +50.8% | +15.6% |
| YTD | +51.6% | -52.4% | +103.9% | +61.8% |
| 1Y | +36.2% | -40.3% | +76.5% | +40.3% |
| 3Y | +1.7% | -75.1% | +76.8% | +11.0% |
| All | +1.7% | -75.0% | +76.7% | +11.0% |
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