+184.2%
QLD vs LULU
-74.3%
+258.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.7% | -1.0% |
| 7D | +3.0% | -12.6% | +15.5% | +6.6% |
| 30D | -1.8% | -19.7% | +17.9% | +4.3% |
| 3M | -1.8% | -12.2% | +10.4% | +0.6% |
| 6M | +36.9% | -39.3% | +76.2% | +59.1% |
| YTD | +28.7% | -50.3% | +79.0% | +60.0% |
| 1Y | +41.9% | -38.6% | +80.5% | +61.7% |
| 3Y | +184.2% | -74.0% | +258.2% | +303.7% |
| All | +184.2% | -74.3% | +258.5% | +303.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling