+18.4%
XRT vs LULU
-31.7%
+50.1%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.8% | +0.8% | +4.4% |
| 7D | +8.0% | +6.5% | +1.5% | +6.5% |
| 30D | +13.0% | +20.3% | -7.3% | +8.3% |
| 3M | +1.7% | -8.9% | +10.6% | +2.8% |
| 6M | +12.6% | -13.1% | +25.7% | +14.5% |
| YTD | +10.7% | -46.1% | +56.7% | +24.5% |
| 1Y | +18.4% | -30.3% | +48.6% | +16.9% |
| All | +18.4% | -31.7% | +50.1% | +16.9% |
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