+634.4%
XEL vs LULU
+675.0%
-40.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | -0.8% |
| 7D | -1.2% | -20.4% | +19.2% | +0.6% |
| 30D | -2.9% | -22.9% | +20.0% | -0.9% |
| 3M | -2.7% | -18.5% | +15.8% | -1.3% |
| 6M | -6.5% | -41.8% | +35.3% | -2.5% |
| YTD | +3.6% | -53.4% | +57.0% | +10.0% |
| 1Y | +7.5% | -40.9% | +48.4% | +11.5% |
| 3Y | +46.3% | -75.6% | +121.9% | +61.6% |
| 5Y | +30.5% | -77.2% | +107.8% | +42.9% |
| 10Y | +151.4% | +49.5% | +101.9% | +122.9% |
| All | +634.4% | +675.0% | -40.6% | +323.6% |
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