+122.1%
QLD vs LULU
-73.2%
+195.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.7% | -1.5% |
| 7D | +3.0% | -12.6% | +15.5% | +8.8% |
| 30D | -1.8% | -19.7% | +17.9% | +8.0% |
| 3M | -1.8% | -12.2% | +10.4% | +1.7% |
| 6M | +36.9% | -39.3% | +76.2% | +72.1% |
| YTD | +28.7% | -50.3% | +79.0% | +79.6% |
| 1Y | +41.9% | -38.6% | +80.5% | +72.4% |
| 3Y | +184.2% | -74.0% | +258.2% | +422.1% |
| 5Y | +122.1% | -72.9% | +195.0% | +279.5% |
| All | +122.1% | -73.2% | +195.3% | +279.5% |
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