+84.3%
QLD vs LULU
-76.2%
+160.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.2% |
| 7D | -3.8% | +3.2% | -7.0% | -5.3% |
| 30D | -20.5% | +16.8% | -37.3% | -27.1% |
| 3M | -14.6% | -13.6% | -1.0% | -10.3% |
| 6M | -14.7% | -15.9% | +1.2% | -10.0% |
| YTD | +11.2% | -46.9% | +58.1% | +49.2% |
| 1Y | +7.1% | -35.2% | +42.3% | +26.6% |
| 3Y | +141.1% | -73.3% | +214.4% | +345.0% |
| 5Y | +84.3% | -75.9% | +160.1% | +262.2% |
| All | +84.3% | -76.2% | +160.5% | +262.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling