+50.0%
LULU vs EXPD
+332.1%
-282.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.4% | +1.2% |
| 7D | -1.6% | +2.0% | -3.6% | -2.7% |
| 30D | -18.1% | +4.4% | -22.5% | -20.2% |
| 3M | -18.8% | +15.7% | -34.5% | -25.5% |
| 6M | -39.2% | +37.5% | -76.7% | -49.6% |
| YTD | -52.4% | +29.9% | -82.3% | -59.6% |
| 1Y | -40.3% | +57.8% | -98.1% | -55.0% |
| 3Y | -75.1% | +71.6% | -146.7% | -82.5% |
| 5Y | -76.7% | +62.2% | -139.0% | -83.4% |
| All | +50.0% | +332.1% | -282.2% | -31.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling