-51.2%
LULU vs EXEL
+59.2%
-110.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -0.2% | -17.2% | -17.3% |
| 7D | -16.7% | +8.4% | -25.1% | -17.9% |
| 30D | -18.5% | +4.1% | -22.6% | -19.3% |
| 3M | -19.5% | +12.4% | -31.9% | -21.4% |
| 6M | -41.9% | +41.5% | -83.5% | -45.5% |
| YTD | -51.6% | +34.6% | -86.2% | -54.4% |
| 1Y | -51.2% | +57.9% | -109.0% | -54.4% |
| All | -51.2% | +59.2% | -110.4% | -54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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