+606.9%
LULU vs XME
+145.4%
+461.5%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.6% |
| 7D | -1.6% | -4.2% | +2.6% | +0.5% |
| 30D | -18.1% | -2.7% | -15.4% | -17.3% |
| 3M | -18.8% | -3.9% | -14.8% | -18.1% |
| 6M | -39.2% | -1.0% | -38.2% | -40.0% |
| YTD | -52.4% | +9.8% | -62.2% | -55.9% |
| 1Y | -40.3% | +32.5% | -72.8% | -50.4% |
| 3Y | -75.1% | +124.3% | -199.4% | -84.6% |
| 5Y | -76.7% | +165.8% | -242.5% | -87.2% |
| 10Y | +52.7% | +411.8% | -359.1% | -47.3% |
| All | +606.9% | +145.4% | +461.5% | +155.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling