+88.1%
OXY vs LULU
+691.8%
-603.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | 0.0% |
| 7D | +2.8% | -1.6% | +4.5% | +3.2% |
| 30D | +5.5% | -18.1% | +23.6% | +9.5% |
| 3M | +11.3% | -18.8% | +30.1% | +15.3% |
| 6M | +11.6% | -39.2% | +50.8% | +21.8% |
| YTD | +51.6% | -52.4% | +103.9% | +74.1% |
| 1Y | +36.2% | -40.3% | +76.5% | +47.8% |
| 3Y | +1.7% | -75.1% | +76.8% | +29.4% |
| 5Y | +164.5% | -76.7% | +241.2% | +230.9% |
| 10Y | +6.1% | +52.7% | -46.7% | -17.5% |
| All | +88.1% | +691.8% | -603.7% | -31.7% |
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 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