-40.3%
LULU vs EXEL
+48.5%
-88.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.3% | +4.4% | +2.6% |
| 7D | -1.6% | -4.9% | +3.3% | -0.7% |
| 30D | -18.1% | +11.4% | -29.5% | -20.0% |
| 3M | -18.8% | +4.9% | -23.7% | -19.9% |
| 6M | -39.2% | +34.4% | -73.6% | -42.9% |
| YTD | -52.4% | +28.0% | -80.4% | -55.0% |
| 1Y | -40.3% | +43.6% | -83.9% | -45.2% |
| All | -40.3% | +48.5% | -88.8% | -45.2% |
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