-51.2%
LULU vs EXPD
+57.8%
-109.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | +0.9% | -18.3% | -17.6% |
| 7D | -16.7% | -1.1% | -15.6% | -16.5% |
| 30D | -18.5% | +4.1% | -22.6% | -19.4% |
| 3M | -19.5% | +17.9% | -37.4% | -23.1% |
| 6M | -41.9% | +29.2% | -71.1% | -46.0% |
| YTD | -51.6% | +27.4% | -78.9% | -54.7% |
| 1Y | -51.2% | +56.8% | -108.0% | -55.9% |
| All | -51.2% | +57.8% | -109.0% | -55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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