+16.9%
XLB vs LULU
-49.9%
+66.9%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -17.4% | +17.0% | +1.5% |
| 7D | -1.4% | -16.7% | +15.3% | +0.3% |
| 30D | -0.4% | -18.5% | +18.2% | +1.5% |
| 3M | +2.0% | -19.5% | +21.4% | +3.9% |
| 6M | +1.8% | -41.9% | +43.7% | +6.8% |
| YTD | +16.6% | -51.6% | +68.2% | +24.1% |
| 1Y | +16.9% | -51.2% | +68.1% | +22.0% |
| All | +16.9% | -49.9% | +66.9% | +22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling