+155.8%
EXC vs LULU
+53.6%
+102.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -0.8% |
| 7D | -1.1% | -1.6% | +0.5% | -0.9% |
| 30D | -3.6% | -18.1% | +14.5% | -1.9% |
| 3M | -4.3% | -18.8% | +14.5% | -2.5% |
| 6M | -9.9% | -39.2% | +29.3% | -5.8% |
| YTD | +1.8% | -52.4% | +54.1% | +9.3% |
| 1Y | +2.9% | -40.3% | +43.2% | +7.2% |
| 3Y | +19.1% | -75.1% | +94.2% | +35.4% |
| 5Y | +44.8% | -76.7% | +121.6% | +62.9% |
| All | +155.8% | +53.6% | +102.2% | +154.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling