+533.2%
XYZ vs LULU
+119.4%
+413.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -17.4% | +16.6% | +8.8% |
| 7D | -1.0% | -16.7% | +15.8% | +8.2% |
| 30D | -1.7% | -18.5% | +16.8% | +8.1% |
| 3M | +16.7% | -19.5% | +36.2% | +28.5% |
| 6M | +26.9% | -41.9% | +68.8% | +66.0% |
| YTD | +27.1% | -51.6% | +78.7% | +84.2% |
| 1Y | +9.3% | -51.2% | +60.4% | +54.1% |
| 3Y | +42.3% | -75.1% | +117.4% | +173.1% |
| 5Y | -69.3% | -74.1% | +4.8% | -42.5% |
| 10Y | +586.8% | +46.7% | +540.1% | +695.8% |
| All | +533.2% | +119.4% | +413.8% | +634.1% |
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 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