+227.8%
SHEL vs LULU
+675.0%
-447.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.8% | +3.2% | +0.8% |
| 7D | +3.9% | -20.4% | +24.4% | +7.3% |
| 30D | +7.0% | -22.9% | +29.8% | +10.8% |
| 3M | +12.5% | -18.5% | +31.0% | +15.3% |
| 6M | +14.8% | -41.8% | +56.6% | +23.2% |
| YTD | +34.2% | -53.4% | +87.6% | +48.9% |
| 1Y | +37.0% | -40.9% | +77.9% | +45.7% |
| 3Y | +70.9% | -75.6% | +146.4% | +103.3% |
| 5Y | +192.5% | -77.2% | +269.8% | +243.4% |
| 10Y | +208.5% | +49.5% | +159.0% | +158.7% |
| All | +227.8% | +675.0% | -447.2% | +58.3% |
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