+40.4%
EXC vs LULU
-76.8%
+117.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.2% | +1.3% |
| 7D | +1.4% | -4.6% | +6.0% | +1.5% |
| 30D | +8.6% | +12.3% | -3.7% | +8.2% |
| 3M | +2.4% | -11.6% | +14.0% | +2.6% |
| 6M | +6.5% | -12.8% | +19.3% | +6.6% |
| YTD | +9.0% | -49.2% | +58.2% | +10.9% |
| 1Y | +4.6% | -37.7% | +42.3% | +5.5% |
| 3Y | +33.5% | -74.7% | +108.2% | +40.4% |
| All | +40.4% | -76.8% | +117.3% | +47.9% |
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