+121.9%
KRE vs LULU
+53.6%
+68.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.0% | -0.4% |
| 7D | -1.8% | -1.6% | -0.2% | -1.5% |
| 30D | -4.5% | -18.1% | +13.6% | -0.5% |
| 3M | +2.7% | -18.8% | +21.5% | +7.0% |
| 6M | +16.9% | -39.2% | +56.1% | +29.7% |
| YTD | +15.4% | -52.4% | +67.7% | +35.7% |
| 1Y | +16.1% | -40.3% | +56.4% | +28.3% |
| 3Y | +85.7% | -75.1% | +160.8% | +146.0% |
| 5Y | +33.3% | -76.7% | +110.0% | +73.5% |
| All | +121.9% | +53.6% | +68.3% | +109.5% |
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