+303.0%
XLB vs LULU
+725.5%
-422.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.5% | -1.5% |
| 7D | -0.2% | -12.6% | +12.3% | +2.3% |
| 30D | -1.7% | -19.7% | +18.0% | +2.6% |
| 3M | +4.4% | -12.2% | +16.6% | +6.6% |
| 6M | +5.0% | -39.3% | +44.4% | +15.7% |
| YTD | +15.5% | -50.3% | +65.8% | +32.7% |
| 1Y | +14.9% | -38.6% | +53.5% | +25.3% |
| 3Y | +34.5% | -74.0% | +108.5% | +71.0% |
| 5Y | +36.5% | -72.9% | +109.4% | +66.9% |
| 10Y | +159.6% | +56.2% | +103.4% | +102.7% |
| All | +303.0% | +725.5% | -422.5% | +53.8% |
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