+26.9%
XLV vs LULU
-49.9%
+76.9%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -17.4% | +16.3% | +0.5% |
| 7D | +0.2% | -16.7% | +16.9% | +1.7% |
| 30D | +4.4% | -18.5% | +23.0% | +6.1% |
| 3M | +13.2% | -19.5% | +32.7% | +14.9% |
| 6M | +10.1% | -41.9% | +52.0% | +14.3% |
| YTD | +11.7% | -51.6% | +63.3% | +17.1% |
| 1Y | +26.9% | -51.2% | +78.1% | +31.8% |
| All | +26.9% | -49.9% | +76.9% | +31.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling