+464.9%
XRT vs LULU
+725.5%
-260.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.6% | -4.7% | -2.9% |
| 7D | -0.3% | -12.6% | +12.3% | +3.1% |
| 30D | -5.6% | -19.7% | +14.1% | 0.0% |
| 3M | +2.5% | -12.2% | +14.8% | +5.5% |
| 6M | +3.7% | -39.3% | +43.0% | +18.5% |
| YTD | +1.0% | -50.3% | +51.3% | +22.2% |
| 1Y | -1.2% | -38.6% | +37.4% | +11.5% |
| 3Y | +43.4% | -74.0% | +117.3% | +100.6% |
| 5Y | -0.7% | -72.9% | +72.2% | +34.4% |
| 10Y | +123.7% | +56.2% | +67.5% | +73.4% |
| All | +464.9% | +725.5% | -260.6% | +93.8% |
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