-2.6%
XRT vs LULU
-77.2%
+74.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.1% | +0.2% |
| 7D | -3.6% | -20.4% | +16.9% | +3.5% |
| 30D | -6.7% | -22.9% | +16.2% | +1.1% |
| 3M | -1.4% | -18.5% | +17.2% | +4.5% |
| 6M | +1.7% | -41.8% | +43.5% | +20.5% |
| YTD | -1.5% | -53.4% | +51.9% | +26.2% |
| 1Y | -2.5% | -40.9% | +38.4% | +13.4% |
| 3Y | +39.9% | -75.6% | +115.5% | +114.2% |
| 5Y | -2.6% | -77.2% | +74.6% | +44.9% |
| All | -2.6% | -77.2% | +74.5% | +44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling