+95.4%
EXC vs LULU
+745.2%
-649.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.2% | +1.2% |
| 7D | +1.4% | -4.6% | +6.0% | +1.9% |
| 30D | +8.6% | +12.3% | -3.7% | +7.0% |
| 3M | +2.4% | -11.6% | +14.0% | +3.5% |
| 6M | +6.5% | -12.8% | +19.3% | +7.4% |
| YTD | +9.0% | -49.2% | +58.2% | +16.7% |
| 1Y | +4.6% | -37.7% | +42.3% | +9.1% |
| 3Y | +33.5% | -74.7% | +108.2% | +51.6% |
| 5Y | +41.4% | -76.7% | +118.1% | +59.0% |
| 10Y | +204.3% | +82.7% | +121.6% | +155.3% |
| All | +95.4% | +745.2% | -649.8% | -5.8% |
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