-77.2%
LULU vs EXPD
+61.4%
-138.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.4% | -3.1% |
| 7D | -20.4% | +1.2% | -21.6% | -21.0% |
| 30D | -22.9% | +6.8% | -29.7% | -25.6% |
| 3M | -18.5% | +14.9% | -33.5% | -24.6% |
| 6M | -41.8% | +34.6% | -76.4% | -50.7% |
| YTD | -53.4% | +27.7% | -81.1% | -59.7% |
| 1Y | -40.9% | +57.7% | -98.5% | -55.0% |
| 3Y | -75.6% | +70.9% | -146.5% | -82.6% |
| 5Y | -77.2% | +59.5% | -136.7% | -83.8% |
| All | -77.2% | +61.4% | -138.7% | -83.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling