+6,457.0%
QLD vs LULU
+704.9%
+5,752.1%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -17.4% | +17.7% | +8.2% |
| 7D | +0.6% | -16.7% | +17.3% | +8.1% |
| 30D | -0.1% | -18.5% | +18.4% | +7.9% |
| 3M | -8.4% | -19.5% | +11.1% | -1.3% |
| 6M | +32.2% | -41.9% | +74.1% | +64.0% |
| YTD | +28.9% | -51.6% | +80.5% | +72.8% |
| 1Y | +43.8% | -51.2% | +95.0% | +87.8% |
| 3Y | +176.6% | -75.1% | +251.7% | +368.2% |
| 5Y | +121.6% | -74.1% | +195.7% | +271.7% |
| 10Y | +1,652.9% | +46.7% | +1,606.2% | +1,328.0% |
| All | +6,457.0% | +704.9% | +5,752.1% | +1,691.5% |
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 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