-13.1%
SLB vs LULU
+82.0%
-95.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.3% |
| 7D | +3.5% | -4.6% | +8.1% | +4.5% |
| 30D | +6.5% | +12.3% | -5.8% | +3.6% |
| 3M | -0.2% | -11.6% | +11.4% | +1.4% |
| 6M | -5.7% | -12.8% | +7.1% | -4.3% |
| YTD | +36.8% | -49.2% | +86.0% | +54.4% |
| 1Y | +45.8% | -37.7% | +83.5% | +57.0% |
| 3Y | +3.4% | -74.7% | +78.0% | +30.3% |
| 5Y | +76.1% | -76.7% | +152.8% | +120.3% |
| All | -13.1% | +82.0% | -95.0% | -23.0% |
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 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