+58.3%
XLE vs LULU
-74.8%
+133.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.4% | +4.2% | +1.0% |
| 7D | +0.3% | -16.9% | +17.3% | +1.1% |
| 30D | +8.5% | -22.0% | +30.5% | +9.6% |
| 3M | +14.6% | -17.8% | +32.5% | +15.4% |
| 6M | +17.6% | -41.3% | +58.8% | +20.7% |
| YTD | +48.1% | -52.0% | +100.1% | +54.6% |
| 1Y | +53.8% | -39.8% | +93.6% | +56.6% |
| All | +58.3% | -74.8% | +133.1% | +67.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling