+49.9%
XLE vs LULU
-31.7%
+81.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +4.8% | -9.5% | -4.2% |
| 7D | -7.2% | +6.5% | -13.7% | -6.6% |
| 30D | +0.1% | +20.3% | -20.2% | +1.9% |
| 3M | +9.2% | -8.9% | +18.1% | +8.8% |
| 6M | +8.4% | -13.1% | +21.5% | +7.7% |
| YTD | +44.9% | -46.1% | +91.0% | +40.3% |
| 1Y | +49.9% | -30.3% | +80.1% | +43.3% |
| All | +49.9% | -31.7% | +81.6% | +43.3% |
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