+1,728.6%
QLD vs LULU
+52.0%
+1,676.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | +1.2% |
| 7D | +1.9% | -16.9% | +18.8% | +11.2% |
| 30D | -1.8% | -22.0% | +20.2% | +10.3% |
| 3M | -0.1% | -17.8% | +17.7% | +7.8% |
| 6M | +32.6% | -41.3% | +73.8% | +71.1% |
| YTD | +27.9% | -52.0% | +79.9% | +84.0% |
| 1Y | +40.3% | -39.8% | +80.1% | +73.9% |
| 3Y | +182.5% | -74.8% | +257.3% | +434.2% |
| 5Y | +122.5% | -76.3% | +198.8% | +331.3% |
| 10Y | +1,728.6% | +53.9% | +1,674.7% | +1,910.8% |
| All | +1,728.6% | +52.0% | +1,676.5% | +1,910.8% |
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