+47.1%
XOP vs LULU
+697.8%
-650.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +3.9% | +1.4% |
| 7D | +1.0% | -16.9% | +17.9% | +5.2% |
| 30D | +10.8% | -22.0% | +32.8% | +17.0% |
| 3M | +19.5% | -17.8% | +37.3% | +23.9% |
| 6M | +21.6% | -41.3% | +62.8% | +35.5% |
| YTD | +55.8% | -52.0% | +107.8% | +82.1% |
| 1Y | +54.6% | -39.8% | +94.5% | +69.3% |
| 3Y | +36.6% | -74.8% | +111.5% | +78.9% |
| 5Y | +160.6% | -76.3% | +236.9% | +235.4% |
| 10Y | +56.2% | +53.9% | +2.4% | +14.9% |
| All | +47.1% | +697.8% | -650.7% | -51.2% |
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