-18.5%
LULU vs XE
-21.6%
+3.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -8.2% | +5.4% | -2.6% |
| 7D | -20.4% | -11.4% | -9.0% | -20.1% |
| 30D | -22.9% | -23.0% | +0.1% | -22.4% |
| 3M | -18.5% | -12.1% | -6.4% | -18.4% |
| All | -18.5% | -21.6% | +3.0% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 3mo: compounded portfolio wealth divided by compounded XE 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…
3mo analysis · Full analysis span regression · Available span rolling