-75.1%
LULU vs QID
-73.7%
-1.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +3.9% | +1.5% |
| 7D | -1.6% | +1.3% | -2.9% | -1.1% |
| 30D | -18.1% | +2.9% | -21.1% | -17.2% |
| 3M | -18.8% | -0.7% | -18.1% | -18.8% |
| 6M | -39.2% | -29.7% | -9.5% | -46.6% |
| YTD | -52.4% | -27.9% | -24.5% | -57.4% |
| 1Y | -40.3% | -34.6% | -5.7% | -48.4% |
| 3Y | -75.1% | -73.5% | -1.6% | -83.8% |
| All | -75.1% | -73.7% | -1.4% | -83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 3y: compounded portfolio wealth divided by compounded QID 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…
3y analysis · Full analysis span regression · 6 months rolling