+32.0%
XLP vs LULU
-73.2%
+105.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.2% | -0.9% |
| 7D | -1.4% | -12.6% | +11.1% | -0.5% |
| 30D | -1.3% | -19.7% | +18.5% | +0.4% |
| 3M | +1.8% | -12.2% | +14.1% | +2.7% |
| 6M | -0.8% | -39.3% | +38.5% | +2.9% |
| YTD | +9.5% | -50.3% | +59.9% | +15.5% |
| 1Y | +7.2% | -38.6% | +45.8% | +10.6% |
| 3Y | +27.1% | -74.0% | +101.1% | +40.2% |
| 5Y | +32.0% | -72.9% | +105.0% | +38.9% |
| All | +32.0% | -73.2% | +105.2% | +38.9% |
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