+213.1%
USO vs LULU
-76.9%
+289.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.2% | -4.4% | -2.2% |
| 7D | +9.1% | -1.6% | +10.7% | +9.1% |
| 30D | +21.7% | -18.1% | +39.8% | +21.3% |
| 3M | +20.2% | -18.8% | +39.0% | +20.0% |
| 6M | +43.4% | -39.2% | +82.6% | +43.4% |
| YTD | +124.0% | -52.4% | +176.3% | +126.2% |
| 1Y | +112.2% | -40.3% | +152.5% | +111.6% |
| 3Y | +97.7% | -75.1% | +172.8% | +103.7% |
| All | +213.1% | -76.9% | +289.9% | +242.4% |
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