+529.6%
XLI vs LULU
+675.0%
-145.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | -0.1% |
| 7D | -2.3% | -20.4% | +18.1% | +2.0% |
| 30D | -8.2% | -22.9% | +14.7% | -3.6% |
| 3M | +0.8% | -18.5% | +19.3% | +4.2% |
| 6M | +0.8% | -41.8% | +42.6% | +11.4% |
| YTD | +10.5% | -53.4% | +63.9% | +27.5% |
| 1Y | +14.1% | -40.9% | +55.0% | +24.6% |
| 3Y | +68.6% | -75.6% | +144.1% | +114.0% |
| 5Y | +80.4% | -77.2% | +157.6% | +126.3% |
| 10Y | +254.6% | +49.5% | +205.1% | +183.5% |
| All | +529.6% | +675.0% | -145.5% | +157.8% |
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