+123.0%
XRT vs LULU
+53.6%
+69.4%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.8% | +0.7% |
| 7D | -3.2% | -1.6% | -1.6% | -2.7% |
| 30D | -4.5% | -18.1% | +13.6% | +1.2% |
| 3M | -3.1% | -18.8% | +15.7% | +2.7% |
| 6M | +4.2% | -39.2% | +43.4% | +21.0% |
| YTD | -0.1% | -52.4% | +52.3% | +25.8% |
| 1Y | -3.0% | -40.3% | +37.3% | +12.0% |
| 3Y | +41.8% | -75.1% | +116.9% | +111.1% |
| 5Y | -1.3% | -76.7% | +75.5% | +45.1% |
| All | +123.0% | +53.6% | +69.4% | +95.5% |
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