+118.0%
AXP vs LULU
-73.2%
+191.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.7% |
| 7D | +0.6% | -12.6% | +13.1% | +3.7% |
| 30D | -4.3% | -19.7% | +15.4% | +0.8% |
| 3M | +4.7% | -12.2% | +16.9% | +7.3% |
| 6M | +9.0% | -39.3% | +48.3% | +23.0% |
| YTD | -11.1% | -50.3% | +39.2% | +5.8% |
| 1Y | +1.3% | -38.6% | +39.9% | +13.1% |
| 3Y | +114.5% | -74.0% | +188.4% | +189.0% |
| 5Y | +118.0% | -72.9% | +190.9% | +168.3% |
| All | +118.0% | -73.2% | +191.2% | +168.3% |
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