+7.2%
XYZ vs LULU
-41.2%
+48.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | +0.7% |
| 7D | -5.2% | -20.4% | +15.3% | +3.0% |
| 30D | 0.0% | -22.9% | +22.9% | +10.0% |
| 3M | +18.7% | -18.5% | +37.2% | +26.5% |
| 6M | +20.5% | -41.8% | +62.3% | +50.5% |
| YTD | +21.5% | -53.4% | +74.9% | +69.4% |
| 1Y | +7.2% | -40.9% | +48.1% | +29.5% |
| All | +7.2% | -41.2% | +48.4% | +29.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling