+597.9%
XYZ vs LULU
+50.4%
+547.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | +1.2% |
| 7D | -5.2% | -20.4% | +15.3% | +6.6% |
| 30D | 0.0% | -22.9% | +22.9% | +14.0% |
| 3M | +18.7% | -18.5% | +37.2% | +30.4% |
| 6M | +20.5% | -41.8% | +62.3% | +59.3% |
| YTD | +21.5% | -53.4% | +74.9% | +83.0% |
| 1Y | +7.2% | -40.9% | +48.1% | +38.9% |
| 3Y | +49.0% | -75.6% | +124.5% | +197.3% |
| 5Y | -68.1% | -77.2% | +9.1% | -33.7% |
| All | +597.9% | +50.4% | +547.5% | +739.1% |
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