+226.0%
XLE vs LULU
-77.2%
+303.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.3% | -0.3% |
| 7D | +0.5% | -20.4% | +20.9% | +2.5% |
| 30D | +6.6% | -22.9% | +29.4% | +9.0% |
| 3M | +12.3% | -18.5% | +30.8% | +14.0% |
| 6M | +18.4% | -41.8% | +60.2% | +24.2% |
| YTD | +47.2% | -53.4% | +100.6% | +58.5% |
| 1Y | +50.3% | -40.9% | +91.2% | +56.1% |
| 3Y | +55.3% | -75.6% | +130.9% | +77.0% |
| 5Y | +226.0% | -77.2% | +303.2% | +275.2% |
| All | +226.0% | -77.2% | +303.1% | +275.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling