-51.2%
LULU vs XME
+46.4%
-97.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | +0.2% | -17.6% | -17.4% |
| 7D | -16.7% | -0.1% | -16.6% | -16.7% |
| 30D | -18.5% | +6.0% | -24.5% | -19.3% |
| 3M | -19.5% | -7.7% | -11.7% | -18.4% |
| 6M | -41.9% | +1.0% | -42.9% | -42.1% |
| YTD | -51.6% | +14.6% | -66.2% | -51.7% |
| 1Y | -51.2% | +46.0% | -97.1% | -39.9% |
| All | -51.2% | +46.4% | -97.6% | -39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 1y: compounded portfolio wealth divided by compounded XME 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…
1y analysis · Full analysis span regression · 6 months rolling