+677.9%
XLY vs LULU
+691.8%
-13.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.3% |
| 7D | -1.7% | -1.6% | -0.1% | -1.3% |
| 30D | -4.2% | -18.1% | +13.9% | +0.3% |
| 3M | -2.7% | -18.8% | +16.1% | +1.9% |
| 6M | -0.6% | -39.2% | +38.6% | +11.5% |
| YTD | -5.0% | -52.4% | +47.4% | +13.2% |
| 1Y | -4.1% | -40.3% | +36.2% | +7.3% |
| 3Y | +33.6% | -75.1% | +108.7% | +80.2% |
| 5Y | +28.7% | -76.7% | +105.5% | +73.2% |
| 10Y | +219.6% | +52.7% | +166.9% | +162.1% |
| All | +677.9% | +691.8% | -13.9% | +205.6% |
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