+24.6%
XLP vs LULU
-74.8%
+99.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.2% | -1.0% |
| 7D | -2.9% | -16.9% | +14.0% | -2.0% |
| 30D | -2.2% | -22.0% | +19.7% | -1.0% |
| 3M | -0.6% | -17.8% | +17.3% | +0.3% |
| 6M | -2.2% | -41.3% | +39.1% | +0.1% |
| YTD | +8.3% | -52.0% | +60.3% | +12.0% |
| 1Y | +5.7% | -39.8% | +45.5% | +7.8% |
| All | +24.6% | -74.8% | +99.4% | +31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling