+50.0%
LULU vs XPO
+1,516.3%
-1,466.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.2% | +2.2% |
| 7D | -1.6% | -5.7% | +4.0% | +0.1% |
| 30D | -18.1% | -12.8% | -5.3% | -15.1% |
| 3M | -18.8% | -20.0% | +1.2% | -14.0% |
| 6M | -39.2% | -6.0% | -33.2% | -38.8% |
| YTD | -52.4% | +34.0% | -86.4% | -57.3% |
| 1Y | -40.3% | +35.6% | -75.9% | -47.0% |
| 3Y | -75.1% | +152.3% | -227.4% | -82.4% |
| 5Y | -76.7% | +264.4% | -341.1% | -86.2% |
| All | +50.0% | +1,516.3% | -1,466.4% | -32.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling