+470.1%
XLP vs LULU
+786.3%
-316.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.2% |
| 7D | +0.7% | +3.3% | -2.6% | +0.4% |
| 30D | +10.3% | +20.6% | -10.3% | +8.1% |
| 3M | +6.5% | -11.2% | +17.7% | +7.5% |
| 6M | +8.4% | -16.1% | +24.5% | +9.8% |
| YTD | +18.2% | -46.7% | +64.9% | +25.0% |
| 1Y | +22.4% | -32.3% | +54.7% | +26.1% |
| 3Y | +41.9% | -72.8% | +114.7% | +57.8% |
| 5Y | +40.9% | -76.3% | +117.2% | +56.4% |
| 10Y | +128.4% | +98.4% | +30.0% | +98.1% |
| All | +470.1% | +786.3% | -316.2% | +264.4% |
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