-75.1%
LULU vs XYL
+15.7%
-90.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +1.9% |
| 7D | -1.6% | +1.2% | -2.8% | -2.2% |
| 30D | -18.1% | -11.9% | -6.2% | -12.4% |
| 3M | -18.8% | -1.5% | -17.2% | -18.5% |
| 6M | -39.2% | -11.9% | -27.3% | -35.3% |
| YTD | -52.4% | -20.6% | -31.8% | -46.6% |
| 1Y | -40.3% | -23.5% | -16.8% | -31.9% |
| 3Y | -75.1% | +14.9% | -90.0% | -77.2% |
| All | -75.1% | +15.7% | -90.8% | -77.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling