-5.8%
SLB vs LULU
+53.6%
-59.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.4% |
| 7D | -2.5% | -1.6% | -0.9% | -2.2% |
| 30D | +7.1% | -18.1% | +25.2% | +11.0% |
| 3M | +0.6% | -18.8% | +19.4% | +4.2% |
| 6M | +17.6% | -39.2% | +56.8% | +28.5% |
| YTD | +48.5% | -52.4% | +100.8% | +70.4% |
| 1Y | +59.4% | -40.3% | +99.7% | +73.2% |
| 3Y | -0.4% | -75.1% | +74.7% | +25.9% |
| 5Y | +133.8% | -76.7% | +210.5% | +191.2% |
| All | -5.8% | +53.6% | -59.4% | -16.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling