+1,621.6%
QQQ vs LULU
+675.0%
+946.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.8% | -0.4% |
| 7D | -1.3% | -20.4% | +19.2% | +3.5% |
| 30D | -1.4% | -22.9% | +21.5% | +4.0% |
| 3M | +2.3% | -18.5% | +20.8% | +6.1% |
| 6M | +16.9% | -41.8% | +58.7% | +30.3% |
| YTD | +15.6% | -53.4% | +69.0% | +35.2% |
| 1Y | +22.6% | -40.9% | +63.5% | +35.0% |
| 3Y | +93.5% | -75.6% | +169.1% | +151.7% |
| 5Y | +93.9% | -77.2% | +171.1% | +151.4% |
| 10Y | +564.6% | +49.5% | +515.1% | +460.0% |
| All | +1,621.6% | +675.0% | +946.5% | +701.8% |
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