+45.6%
EXC vs LULU
-77.2%
+122.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | -0.6% |
| 7D | -1.6% | -20.4% | +18.8% | -1.1% |
| 30D | -2.4% | -22.9% | +20.5% | -1.8% |
| 3M | -4.0% | -18.5% | +14.6% | -3.5% |
| 6M | -9.8% | -41.8% | +32.0% | -8.6% |
| YTD | +2.3% | -53.4% | +55.7% | +4.4% |
| 1Y | +3.8% | -40.9% | +44.7% | +4.9% |
| 3Y | +19.7% | -75.6% | +95.3% | +25.8% |
| 5Y | +45.6% | -77.2% | +122.8% | +51.1% |
| All | +45.6% | -77.2% | +122.8% | +51.1% |
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 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