+5,818.7%
QLD vs LULU
+759.6%
+5,059.1%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.6% | +7.3% | +5.8% |
| 7D | -1.2% | -4.1% | +2.9% | +0.7% |
| 30D | -15.7% | +13.5% | -29.2% | -21.0% |
| 3M | -10.0% | -14.5% | +4.4% | -5.8% |
| 6M | -11.2% | -15.0% | +3.7% | -7.7% |
| YTD | +16.4% | -48.3% | +64.6% | +50.0% |
| 1Y | +12.7% | -36.7% | +49.4% | +31.3% |
| 3Y | +152.3% | -74.0% | +226.3% | +315.9% |
| 5Y | +91.8% | -76.3% | +168.0% | +232.3% |
| 10Y | +1,520.2% | +85.8% | +1,434.5% | +1,088.7% |
| All | +5,818.7% | +759.6% | +5,059.1% | +1,455.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling