+38.7%
EXPE vs LULU
-49.9%
+88.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -17.4% | +15.7% | +4.3% |
| 7D | -9.5% | -16.7% | +7.2% | -4.3% |
| 30D | -6.6% | -18.5% | +11.9% | -0.6% |
| 3M | +31.4% | -19.5% | +50.8% | +39.5% |
| 6M | +35.2% | -41.9% | +77.1% | +60.8% |
| YTD | +5.8% | -51.6% | +57.4% | +33.1% |
| 1Y | +38.7% | -51.2% | +89.9% | +66.4% |
| All | +38.7% | -49.9% | +88.6% | +66.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling