+1,542.6%
QLD vs LULU
+79.9%
+1,462.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.1% | +0.9% |
| 7D | +12.5% | -6.5% | +19.0% | +16.6% |
| 30D | -15.7% | +10.7% | -26.4% | -21.1% |
| 3M | -11.9% | -13.6% | +1.7% | -7.4% |
| 6M | -10.3% | -16.5% | +6.2% | -5.2% |
| YTD | +15.6% | -49.7% | +65.3% | +60.5% |
| 1Y | +12.1% | -38.9% | +51.0% | +37.3% |
| 3Y | +150.7% | -74.7% | +225.4% | +373.2% |
| 5Y | +86.6% | -76.9% | +163.5% | +265.4% |
| All | +1,542.6% | +79.9% | +1,462.6% | +1,486.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LULU.
Daily Out/Under-Performance
Portfolio return minus LULU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LULU 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 10y: compounded portfolio wealth divided by compounded LULU 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…
10y analysis · Full analysis span regression · 6 months rolling