+643.1%
AXP vs LULU
+800.2%
-157.1%
-83.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.5% | +0.6% |
| 7D | -1.1% | +4.4% | -5.5% | -2.4% |
| 30D | +5.2% | +19.1% | -13.8% | -0.2% |
| 3M | -4.6% | -12.5% | +7.9% | -1.8% |
| 6M | +3.2% | -14.2% | +17.4% | +6.2% |
| YTD | -11.3% | -45.8% | +34.5% | +3.8% |
| 1Y | -11.0% | -32.3% | +21.3% | -2.8% |
| 3Y | +120.2% | -72.3% | +192.5% | +199.0% |
| 5Y | +91.7% | -76.1% | +167.8% | +162.9% |
| 10Y | +440.3% | +94.7% | +345.6% | +265.9% |
| All | +643.1% | +800.2% | -157.1% | +73.7% |
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