+85.7%
EXC vs LULU
+725.5%
-639.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | +0.4% |
| 7D | +1.2% | -12.6% | +13.8% | +2.6% |
| 30D | -2.7% | -19.7% | +17.0% | -0.5% |
| 3M | -1.0% | -12.2% | +11.3% | +0.1% |
| 6M | -9.3% | -39.3% | +30.1% | -4.6% |
| YTD | +3.6% | -50.3% | +54.0% | +11.4% |
| 1Y | +5.9% | -38.6% | +44.5% | +10.6% |
| 3Y | +21.3% | -74.0% | +95.3% | +37.2% |
| 5Y | +46.2% | -72.9% | +119.1% | +60.8% |
| 10Y | +151.5% | +56.2% | +95.3% | +115.3% |
| All | +85.7% | +725.5% | -639.8% | -10.1% |
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 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