+37.1%
QLD vs LULU
-41.2%
+78.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.8% | +0.7% | -1.6% |
| 7D | -2.6% | -20.4% | +17.8% | +1.3% |
| 30D | -3.3% | -22.9% | +19.6% | +1.3% |
| 3M | +1.8% | -18.5% | +20.4% | +5.1% |
| 6M | +29.7% | -41.8% | +71.5% | +46.3% |
| YTD | +25.1% | -53.4% | +78.5% | +48.7% |
| 1Y | +37.1% | -40.9% | +78.0% | +49.9% |
| All | +37.1% | -41.2% | +78.3% | +49.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling