-5.2%
XLC vs LULU
-39.8%
+34.6%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.7% | -0.1% |
| 7D | -1.4% | -16.9% | +15.5% | +1.1% |
| 30D | -0.9% | -22.0% | +21.1% | +2.7% |
| 3M | -0.3% | -17.8% | +17.5% | +2.0% |
| 6M | -5.2% | -41.3% | +36.1% | +1.6% |
| All | -5.2% | -39.8% | +34.6% | +1.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling