+179.8%
KRE vs LULU
+691.8%
-512.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.0% | -0.5% |
| 7D | -1.8% | -1.6% | -0.2% | -1.4% |
| 30D | -4.5% | -18.1% | +13.6% | 0.0% |
| 3M | +2.7% | -18.8% | +21.5% | +7.5% |
| 6M | +16.9% | -39.2% | +56.1% | +31.2% |
| YTD | +15.4% | -52.4% | +67.7% | +37.9% |
| 1Y | +16.1% | -40.3% | +56.4% | +29.8% |
| 3Y | +85.7% | -75.1% | +160.8% | +152.6% |
| 5Y | +33.3% | -76.7% | +110.0% | +78.4% |
| 10Y | +123.3% | +52.7% | +70.6% | +63.1% |
| All | +179.8% | +691.8% | -512.0% | -18.7% |
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