+175.5%
EXE vs LULU
-71.6%
+247.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.1% | +0.5% |
| 7D | -2.2% | -20.4% | +18.2% | -0.5% |
| 30D | -0.8% | -22.9% | +22.1% | +1.2% |
| 3M | +10.0% | -18.5% | +28.6% | +11.6% |
| 6M | -6.3% | -41.8% | +35.5% | -2.3% |
| YTD | -10.7% | -53.4% | +42.7% | -4.8% |
| 1Y | +2.7% | -40.9% | +43.6% | +6.5% |
| 3Y | +19.1% | -75.6% | +94.7% | +33.2% |
| 5Y | +105.4% | -77.2% | +182.7% | +123.8% |
| All | +175.5% | -71.6% | +247.1% | +195.1% |
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