+204.4%
XLF vs LULU
+675.0%
-470.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | +0.4% |
| 7D | -2.9% | -20.4% | +17.6% | +2.7% |
| 30D | -1.6% | -22.9% | +21.3% | +4.8% |
| 3M | +9.3% | -18.5% | +27.8% | +14.3% |
| 6M | +14.6% | -41.8% | +56.4% | +30.4% |
| YTD | +4.7% | -53.4% | +58.1% | +26.2% |
| 1Y | +8.6% | -40.9% | +49.5% | +21.9% |
| 3Y | +73.9% | -75.6% | +149.4% | +136.2% |
| 5Y | +65.0% | -77.2% | +142.3% | +120.0% |
| 10Y | +250.4% | +49.5% | +200.9% | +144.8% |
| All | +204.4% | +675.0% | -470.6% | -22.7% |
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 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