+42.3%
XLP vs LULU
-75.8%
+118.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.8% |
| 7D | +0.1% | +4.4% | -4.3% | -0.3% |
| 30D | +8.9% | +19.1% | -10.1% | +7.2% |
| 3M | +7.5% | -12.5% | +20.0% | +8.4% |
| 6M | +9.4% | -14.2% | +23.7% | +10.3% |
| YTD | +19.3% | -45.8% | +65.1% | +24.8% |
| 1Y | +21.7% | -32.3% | +54.0% | +24.6% |
| 3Y | +44.0% | -72.3% | +116.3% | +58.5% |
| All | +42.3% | -75.8% | +118.1% | +47.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling