+699.2%
EXPE vs LULU
+725.5%
-26.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +2.6% | -10.4% | -8.7% |
| 7D | -9.8% | -12.6% | +2.8% | -6.6% |
| 30D | -11.5% | -19.7% | +8.2% | -6.0% |
| 3M | +21.7% | -12.2% | +33.9% | +25.7% |
| 6M | +10.4% | -39.3% | +49.7% | +26.9% |
| YTD | -2.5% | -50.3% | +47.8% | +19.2% |
| 1Y | +27.3% | -38.6% | +66.0% | +45.4% |
| 3Y | +153.5% | -74.0% | +227.5% | +257.6% |
| 5Y | +91.1% | -72.9% | +164.0% | +159.4% |
| 10Y | +153.1% | +56.2% | +96.9% | +98.8% |
| All | +699.2% | +725.5% | -26.3% | +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