+169.4%
XLV vs LULU
+53.6%
+115.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.3% | -0.5% |
| 7D | -3.6% | -1.6% | -1.9% | -3.3% |
| 30D | -1.8% | -18.1% | +16.3% | +0.9% |
| 3M | +7.8% | -18.8% | +26.6% | +10.7% |
| 6M | +9.1% | -39.2% | +48.3% | +16.7% |
| YTD | +7.7% | -52.4% | +60.1% | +19.5% |
| 1Y | +20.4% | -40.3% | +60.7% | +28.4% |
| 3Y | +30.8% | -75.1% | +105.9% | +55.8% |
| 5Y | +34.6% | -76.7% | +111.4% | +58.2% |
| All | +169.4% | +53.6% | +115.8% | +158.0% |
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