+20.7%
XLK vs LULU
-31.7%
+52.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.8% | -4.8% | -0.3% |
| 7D | -7.6% | +6.5% | -14.1% | -8.0% |
| 30D | -12.2% | +20.3% | -32.5% | -13.4% |
| 3M | -5.5% | -8.9% | +3.5% | -4.8% |
| 6M | +9.2% | -13.1% | +22.3% | +11.0% |
| YTD | +23.0% | -46.1% | +69.1% | +31.6% |
| 1Y | +20.7% | -30.3% | +51.0% | +19.8% |
| All | +20.7% | -31.7% | +52.4% | +19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling