+135.0%
XLU vs LULU
+51.4%
+83.6%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.7% | -1.5% |
| 7D | -2.9% | -0.3% | -2.6% | -2.9% |
| 30D | -5.6% | -16.1% | +10.5% | -4.4% |
| 3M | -5.5% | -15.6% | +10.1% | -4.5% |
| 6M | -9.8% | -36.4% | +26.7% | -6.8% |
| YTD | -0.7% | -51.7% | +51.0% | +5.1% |
| 1Y | +0.6% | -37.3% | +37.8% | +3.6% |
| 3Y | +40.3% | -74.2% | +114.5% | +54.7% |
| 5Y | +42.8% | -76.1% | +118.9% | +56.0% |
| 10Y | +135.0% | +51.6% | +83.4% | +140.4% |
| All | +135.0% | +51.4% | +83.6% | +140.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling