+50.0%
LULU vs QSR
+135.2%
-85.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.5% | +1.9% |
| 7D | -1.6% | -4.0% | +2.4% | +0.3% |
| 30D | -18.1% | +2.8% | -20.9% | -19.3% |
| 3M | -18.8% | +5.1% | -23.9% | -20.9% |
| 6M | -39.2% | +8.8% | -48.0% | -42.3% |
| YTD | -52.4% | +14.8% | -67.2% | -56.1% |
| 1Y | -40.3% | +25.7% | -66.0% | -47.6% |
| 3Y | -75.1% | +27.5% | -102.6% | -78.5% |
| 5Y | -76.7% | +41.3% | -118.0% | -81.1% |
| All | +50.0% | +135.2% | -85.2% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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