+592.0%
LULU vs EXEL
+472.6%
+119.4%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -2.5% |
| 7D | -20.4% | -2.9% | -17.6% | -20.0% |
| 30D | -22.9% | +11.9% | -34.8% | -24.6% |
| 3M | -18.5% | +9.2% | -27.8% | -20.1% |
| 6M | -41.8% | +39.1% | -80.9% | -45.7% |
| YTD | -53.4% | +31.0% | -84.4% | -56.1% |
| 1Y | -40.9% | +52.3% | -93.2% | -46.2% |
| 3Y | -75.6% | +159.7% | -235.3% | -80.6% |
| 5Y | -77.2% | +187.7% | -265.0% | -82.4% |
| 10Y | +49.5% | +379.4% | -329.9% | -7.1% |
| All | +592.0% | +472.6% | +119.4% | +130.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling