+160.0%
EXPE vs LULU
+53.6%
+106.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.7% | +0.7% |
| 7D | -5.8% | -1.6% | -4.1% | -5.4% |
| 30D | -13.6% | -18.1% | +4.5% | -8.2% |
| 3M | +25.2% | -18.8% | +44.0% | +33.1% |
| 6M | +22.3% | -39.2% | +61.6% | +42.9% |
| YTD | -0.3% | -52.4% | +52.1% | +26.8% |
| 1Y | +27.8% | -40.3% | +68.1% | +49.7% |
| 3Y | +162.4% | -75.1% | +237.5% | +290.1% |
| 5Y | +95.8% | -76.7% | +172.6% | +185.6% |
| All | +160.0% | +53.6% | +106.4% | +151.3% |
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