+233.6%
XLE vs LULU
+704.9%
-471.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -17.4% | +16.5% | +2.5% |
| 7D | +2.2% | -16.7% | +18.9% | +5.5% |
| 30D | +11.8% | -18.5% | +30.3% | +15.8% |
| 3M | +9.8% | -19.5% | +29.3% | +13.5% |
| 6M | +15.6% | -41.9% | +57.5% | +26.5% |
| YTD | +45.3% | -51.6% | +96.8% | +64.4% |
| 1Y | +48.3% | -51.2% | +99.5% | +66.0% |
| 3Y | +55.4% | -75.1% | +130.5% | +93.0% |
| 5Y | +216.1% | -74.1% | +290.2% | +276.4% |
| 10Y | +178.4% | +46.7% | +131.7% | +117.7% |
| All | +233.6% | +704.9% | -471.3% | +30.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling