+476.1%
XLP vs LULU
+783.0%
-306.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.4% |
| 7D | +2.3% | +3.2% | -0.9% | +2.0% |
| 30D | +9.1% | +16.8% | -7.7% | +7.3% |
| 3M | +7.9% | -13.6% | +21.5% | +9.2% |
| 6M | +9.6% | -15.9% | +25.5% | +11.0% |
| YTD | +19.4% | -46.9% | +66.3% | +26.4% |
| 1Y | +22.4% | -35.2% | +57.6% | +26.6% |
| 3Y | +43.2% | -73.3% | +116.5% | +59.5% |
| 5Y | +42.6% | -75.9% | +118.4% | +57.9% |
| 10Y | +135.4% | +93.4% | +42.0% | +104.7% |
| All | +476.1% | +783.0% | -306.8% | +268.4% |
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