+431.8%
XLP vs LULU
+704.9%
-273.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -17.4% | +16.6% | +1.0% |
| 7D | -1.0% | -16.7% | +15.7% | +0.7% |
| 30D | -0.9% | -18.5% | +17.7% | +1.0% |
| 3M | +3.8% | -19.5% | +23.3% | +5.8% |
| 6M | -1.7% | -41.9% | +40.2% | +3.3% |
| YTD | +10.3% | -51.6% | +61.8% | +17.9% |
| 1Y | +7.8% | -51.2% | +59.0% | +14.7% |
| 3Y | +27.2% | -75.1% | +102.3% | +42.8% |
| 5Y | +32.5% | -74.1% | +106.6% | +45.6% |
| 10Y | +101.8% | +46.7% | +55.1% | +80.6% |
| All | +431.8% | +704.9% | -273.1% | +243.7% |
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