+278.0%
XOM vs LULU
+675.0%
-397.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.5% | +1.0% |
| 7D | +1.9% | -20.4% | +22.3% | +4.8% |
| 30D | +4.1% | -22.9% | +26.9% | +7.4% |
| 3M | +10.4% | -18.5% | +29.0% | +12.9% |
| 6M | +13.0% | -41.8% | +54.8% | +20.2% |
| YTD | +40.1% | -53.4% | +93.4% | +53.2% |
| 1Y | +51.1% | -40.9% | +92.0% | +59.2% |
| 3Y | +57.7% | -75.6% | +133.3% | +83.4% |
| 5Y | +264.7% | -77.2% | +342.0% | +319.6% |
| 10Y | +193.1% | +49.5% | +143.6% | +147.4% |
| All | +278.0% | +675.0% | -397.0% | +94.7% |
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