+169.7%
EXE vs LULU
-71.0%
+240.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.2% | -4.3% | -2.3% |
| 7D | -3.1% | -1.6% | -1.5% | -3.0% |
| 30D | -0.9% | -18.1% | +17.2% | +0.6% |
| 3M | +9.6% | -18.8% | +28.3% | +11.2% |
| 6M | -11.6% | -39.2% | +27.6% | -8.1% |
| YTD | -12.6% | -52.4% | +39.8% | -6.9% |
| 1Y | +1.2% | -40.3% | +41.5% | +4.8% |
| 3Y | +18.0% | -75.1% | +93.1% | +31.8% |
| 5Y | +101.1% | -76.7% | +177.8% | +118.7% |
| All | +169.7% | -71.0% | +240.7% | +188.4% |
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