+584.9%
XYZ vs LULU
+82.0%
+502.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.1% | +1.7% | +2.2% |
| 7D | -1.1% | -4.6% | +3.6% | +1.8% |
| 30D | +11.5% | +12.3% | -0.8% | +4.2% |
| 3M | +1.8% | -11.6% | +13.4% | +7.0% |
| 6M | +21.2% | -12.8% | +34.0% | +27.3% |
| YTD | +29.9% | -49.2% | +79.1% | +85.9% |
| 1Y | +35.8% | -37.7% | +73.5% | +70.7% |
| 3Y | +62.6% | -74.7% | +137.3% | +220.6% |
| 5Y | -62.8% | -76.7% | +13.9% | -23.8% |
| All | +584.9% | +82.0% | +502.9% | +654.4% |
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