+612.3%
LULU vs EXR
+1,940.1%
-1,327.8%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.5% | -0.8% | -2.0% |
| 7D | -16.9% | -3.1% | -13.9% | -15.4% |
| 30D | -22.0% | -7.5% | -14.5% | -18.4% |
| 3M | -17.8% | -7.5% | -10.3% | -14.1% |
| 6M | -41.3% | -5.2% | -36.1% | -39.6% |
| YTD | -52.0% | +6.5% | -58.5% | -53.9% |
| 1Y | -39.8% | -2.0% | -37.8% | -39.6% |
| 3Y | -74.8% | +21.5% | -96.4% | -78.8% |
| 5Y | -76.3% | -11.5% | -64.8% | -76.7% |
| 10Y | +53.9% | +148.0% | -94.1% | -26.0% |
| All | +612.3% | +1,940.1% | -1,327.8% | -30.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling