+82.6%
LULU vs XLRE
+109.5%
-27.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +1.6% |
| 7D | -1.6% | -1.2% | -0.5% | -0.8% |
| 30D | -18.1% | -2.4% | -15.7% | -16.7% |
| 3M | -18.8% | -2.5% | -16.3% | -17.3% |
| 6M | -39.2% | +4.0% | -43.2% | -40.9% |
| YTD | -52.4% | +9.3% | -61.7% | -55.2% |
| 1Y | -40.3% | +5.6% | -45.9% | -42.6% |
| 3Y | -75.1% | +31.3% | -106.4% | -79.7% |
| 5Y | -76.7% | +9.5% | -86.3% | -78.6% |
| 10Y | +52.7% | +89.0% | -36.2% | +2.5% |
| All | +82.6% | +109.5% | -27.0% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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