-30.3%
LULU vs XYL
-30.7%
+0.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +5.0% | -0.2% | +3.1% |
| 7D | +6.5% | +14.5% | -8.0% | +1.8% |
| 30D | +20.3% | -1.3% | +21.7% | +19.3% |
| 3M | -8.9% | -17.0% | +8.1% | -3.0% |
| 6M | -13.1% | -11.3% | -1.8% | -10.4% |
| YTD | -46.1% | -25.0% | -21.1% | -39.7% |
| 1Y | -30.3% | -31.5% | +1.3% | -18.4% |
| All | -30.3% | -30.7% | +0.4% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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