+192.9%
XOM vs LULU
+53.6%
+139.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | +0.2% |
| 7D | +4.1% | -1.6% | +5.7% | +4.3% |
| 30D | +4.6% | -18.1% | +22.7% | +6.8% |
| 3M | +14.0% | -18.8% | +32.7% | +16.3% |
| 6M | +11.0% | -39.2% | +50.2% | +16.8% |
| YTD | +40.7% | -52.4% | +93.1% | +52.6% |
| 1Y | +52.3% | -40.3% | +92.6% | +59.3% |
| 3Y | +60.5% | -75.1% | +135.6% | +85.5% |
| 5Y | +266.4% | -76.7% | +343.2% | +319.0% |
| All | +192.9% | +53.6% | +139.3% | +169.4% |
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 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