-51.2%
LULU vs XPO
+53.4%
-104.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | +4.5% | -21.9% | -18.1% |
| 7D | -16.7% | +2.4% | -19.1% | -17.2% |
| 30D | -18.5% | -3.5% | -15.0% | -18.1% |
| 3M | -19.5% | -11.9% | -7.5% | -17.2% |
| 6M | -41.9% | -10.0% | -32.0% | -41.1% |
| YTD | -51.6% | +42.1% | -93.7% | -55.6% |
| 1Y | -51.2% | +47.6% | -98.8% | -55.3% |
| All | -51.2% | +53.4% | -104.6% | -55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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