+240.3%
XLE vs LULU
+745.2%
-504.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.2% | +0.8% |
| 7D | +5.4% | -4.6% | +10.1% | +6.4% |
| 30D | -3.9% | +12.3% | -16.2% | -6.5% |
| 3M | +7.0% | -11.6% | +18.7% | +8.6% |
| 6M | +14.2% | -12.8% | +27.0% | +15.5% |
| YTD | +48.2% | -49.2% | +97.3% | +65.2% |
| 1Y | +47.7% | -37.7% | +85.4% | +57.5% |
| 3Y | +70.0% | -74.7% | +144.7% | +110.0% |
| 5Y | +169.1% | -76.7% | +245.8% | +227.8% |
| 10Y | +180.7% | +82.7% | +98.1% | +109.0% |
| All | +240.3% | +745.2% | -504.9% | +30.8% |
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