-51.2%
LULU vs EXR
+1.1%
-52.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -1.2% | -16.1% | -16.9% |
| 7D | -16.7% | -2.6% | -14.2% | -15.9% |
| 30D | -18.5% | -7.2% | -11.3% | -16.3% |
| 3M | -19.5% | -3.5% | -16.0% | -18.3% |
| 6M | -41.9% | -5.3% | -36.6% | -41.5% |
| YTD | -51.6% | +9.4% | -60.9% | -52.2% |
| 1Y | -51.2% | +1.3% | -52.5% | -52.0% |
| All | -51.2% | +1.1% | -52.3% | -52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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