-76.7%
LULU vs XYL
-16.2%
-60.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +1.9% |
| 7D | -1.6% | +1.2% | -2.8% | -2.3% |
| 30D | -18.1% | -11.9% | -6.2% | -11.4% |
| 3M | -18.8% | -1.5% | -17.2% | -18.4% |
| 6M | -39.2% | -11.9% | -27.3% | -34.7% |
| YTD | -52.4% | -20.6% | -31.8% | -45.7% |
| 1Y | -40.3% | -23.5% | -16.8% | -30.5% |
| 3Y | -75.1% | +14.9% | -90.0% | -78.3% |
| All | -76.7% | -16.2% | -60.5% | -76.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling