+640.4%
AXP vs LULU
+759.6%
-119.2%
-83.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | +0.7% |
| 7D | -2.9% | -4.1% | +1.3% | -1.7% |
| 30D | +3.7% | +13.5% | -9.8% | -0.3% |
| 3M | -4.9% | -14.5% | +9.6% | -1.5% |
| 6M | +4.1% | -15.0% | +19.0% | +7.3% |
| YTD | -11.7% | -48.3% | +36.6% | +4.8% |
| 1Y | -11.7% | -36.7% | +25.0% | -1.6% |
| 3Y | +116.5% | -74.0% | +190.5% | +199.5% |
| 5Y | +89.5% | -76.3% | +165.8% | +160.5% |
| 10Y | +424.9% | +85.8% | +339.1% | +260.4% |
| All | +640.4% | +759.6% | -119.2% | +75.4% |
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 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