-5.1%
SLB vs LULU
+704.9%
-710.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -17.4% | +17.6% | +4.2% |
| 7D | +0.8% | -16.7% | +17.6% | +4.7% |
| 30D | +15.8% | -18.5% | +34.4% | +20.8% |
| 3M | -0.3% | -19.5% | +19.1% | +3.9% |
| 6M | +21.3% | -41.9% | +63.3% | +35.5% |
| YTD | +52.3% | -51.6% | +103.9% | +77.0% |
| 1Y | +63.6% | -51.2% | +114.8% | +87.7% |
| 3Y | +3.8% | -75.1% | +78.9% | +34.5% |
| 5Y | +128.6% | -74.1% | +202.7% | +181.9% |
| 10Y | -3.1% | +46.7% | -49.8% | -26.3% |
| All | -5.1% | +704.9% | -710.0% | -67.2% |
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