+158.8%
EXPE vs LULU
-75.6%
+234.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.8% | +4.4% | +2.4% |
| 7D | -8.7% | -20.4% | +11.8% | -2.6% |
| 30D | -13.6% | -22.9% | +9.2% | -7.1% |
| 3M | +26.6% | -18.5% | +45.2% | +33.6% |
| 6M | +19.9% | -41.8% | +61.7% | +39.5% |
| YTD | -1.7% | -53.4% | +51.7% | +22.2% |
| 1Y | +29.4% | -40.9% | +70.3% | +50.0% |
| All | +158.8% | -75.6% | +234.3% | +242.9% |
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