-66.5%
USO vs LULU
+691.8%
-758.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.2% | -4.4% | -2.4% |
| 7D | +9.1% | -1.6% | +10.7% | +9.2% |
| 30D | +21.7% | -18.1% | +39.8% | +23.6% |
| 3M | +20.2% | -18.8% | +39.0% | +22.0% |
| 6M | +43.4% | -39.2% | +82.6% | +48.8% |
| YTD | +124.0% | -52.4% | +176.3% | +138.0% |
| 1Y | +112.2% | -40.3% | +152.5% | +119.4% |
| 3Y | +97.7% | -75.1% | +172.8% | +120.1% |
| 5Y | +217.4% | -76.7% | +294.2% | +249.9% |
| 10Y | +82.8% | +52.7% | +30.1% | +57.5% |
| All | -66.5% | +691.8% | -758.2% | -79.8% |
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