-68.4%
XYZ vs LULU
-77.0%
+8.6%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | +1.1% |
| 7D | -3.7% | -16.9% | +13.2% | +5.8% |
| 30D | +0.5% | -22.0% | +22.5% | +14.2% |
| 3M | +16.3% | -17.8% | +34.1% | +27.4% |
| 6M | +21.1% | -41.3% | +62.4% | +61.0% |
| YTD | +22.0% | -52.0% | +74.0% | +83.7% |
| 1Y | +5.2% | -39.8% | +45.0% | +35.8% |
| 3Y | +49.6% | -74.8% | +124.4% | +204.9% |
| 5Y | -68.4% | -76.3% | +7.9% | -34.4% |
| All | -68.4% | -77.0% | +8.6% | -34.4% |
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 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