+122.7%
SLB vs LULU
-76.9%
+199.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.2% |
| 7D | -2.5% | -1.6% | -0.9% | -2.3% |
| 30D | +7.1% | -18.1% | +25.2% | +9.8% |
| 3M | +0.6% | -18.8% | +19.4% | +3.1% |
| 6M | +17.6% | -39.2% | +56.8% | +25.1% |
| YTD | +48.5% | -52.4% | +100.8% | +63.5% |
| 1Y | +59.4% | -40.3% | +99.7% | +68.9% |
| 3Y | -0.4% | -75.1% | +74.7% | +16.3% |
| All | +122.7% | -76.9% | +199.6% | +156.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling