+637.1%
LULU vs EXPD
+422.6%
+214.5%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +3.5% |
| 7D | -12.6% | -0.9% | -11.6% | -12.2% |
| 30D | -19.7% | +4.1% | -23.8% | -22.1% |
| 3M | -12.2% | +13.8% | -26.0% | -19.9% |
| 6M | -39.3% | +27.3% | -66.6% | -48.9% |
| YTD | -50.3% | +25.4% | -75.8% | -58.2% |
| 1Y | -38.6% | +54.4% | -93.0% | -55.4% |
| 3Y | -74.0% | +67.9% | -141.8% | -82.5% |
| 5Y | -72.9% | +59.2% | -132.1% | -81.5% |
| 10Y | +56.2% | +308.6% | -252.4% | -46.4% |
| All | +637.1% | +422.6% | +214.5% | +79.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling