+177.8%
XLE vs LULU
+53.6%
+124.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.8% | 0.0% |
| 7D | +1.7% | -1.6% | +3.3% | +1.9% |
| 30D | +6.7% | -18.1% | +24.9% | +9.9% |
| 3M | +14.9% | -18.8% | +33.6% | +18.1% |
| 6M | +15.9% | -39.2% | +55.1% | +24.5% |
| YTD | +47.7% | -52.4% | +100.1% | +65.5% |
| 1Y | +50.7% | -40.3% | +91.0% | +60.8% |
| 3Y | +57.9% | -75.1% | +133.0% | +93.0% |
| 5Y | +227.0% | -76.7% | +303.8% | +294.1% |
| All | +177.8% | +53.6% | +124.2% | +135.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling