+336.9%
XLU vs LULU
+691.8%
-354.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.5% |
| 7D | -1.6% | -1.6% | 0.0% | -1.5% |
| 30D | -3.3% | -18.1% | +14.8% | -1.7% |
| 3M | -3.2% | -18.8% | +15.6% | -1.6% |
| 6M | -7.0% | -39.2% | +32.2% | -3.1% |
| YTD | +0.6% | -52.4% | +53.0% | +7.2% |
| 1Y | +2.4% | -40.3% | +42.7% | +6.4% |
| 3Y | +46.3% | -75.1% | +121.4% | +62.5% |
| 5Y | +44.0% | -76.7% | +120.7% | +58.5% |
| 10Y | +140.1% | +52.7% | +87.3% | +112.3% |
| All | +336.9% | +691.8% | -354.8% | +150.8% |
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