+152.0%
QQQM vs LULU
-71.7%
+223.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.3% |
| 7D | -0.6% | -1.6% | +1.1% | -0.2% |
| 30D | -1.2% | -18.1% | +16.9% | +3.3% |
| 3M | -0.1% | -18.8% | +18.7% | +4.2% |
| 6M | +18.0% | -39.2% | +57.2% | +32.5% |
| YTD | +16.7% | -52.4% | +69.1% | +40.0% |
| 1Y | +23.0% | -40.3% | +63.3% | +37.1% |
| 3Y | +93.3% | -75.1% | +168.4% | +166.1% |
| 5Y | +96.3% | -76.7% | +173.0% | +161.4% |
| All | +152.0% | -71.7% | +223.8% | +210.9% |
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