+18.0%
EXE vs LULU
-75.0%
+93.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.2% | -4.3% | -2.2% |
| 7D | -3.1% | -1.6% | -1.5% | -3.1% |
| 30D | -0.9% | -18.1% | +17.2% | -0.4% |
| 3M | +9.6% | -18.8% | +28.3% | +10.2% |
| 6M | -11.6% | -39.2% | +27.6% | -10.1% |
| YTD | -12.6% | -52.4% | +39.8% | -9.9% |
| 1Y | +1.2% | -40.3% | +41.5% | +2.7% |
| 3Y | +18.0% | -75.1% | +93.1% | +23.2% |
| All | +18.0% | -75.0% | +93.1% | +23.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling