+3.4%
EXC vs LULU
-31.7%
+35.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.8% | -3.2% | +1.6% |
| 7D | +3.3% | +6.5% | -3.2% | +3.3% |
| 30D | +13.3% | +20.3% | -7.0% | +13.5% |
| 3M | +1.8% | -8.9% | +10.7% | +1.2% |
| 6M | +1.1% | -13.1% | +14.2% | 0.0% |
| YTD | +9.0% | -46.1% | +55.1% | +7.1% |
| 1Y | +3.4% | -30.3% | +33.6% | +0.1% |
| All | +3.4% | -31.7% | +35.1% | +0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling