+606.9%
LULU vs XPO
+9,801.4%
-9,194.5%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.2% | +2.2% |
| 7D | -1.6% | -5.7% | +4.0% | -0.3% |
| 30D | -18.1% | -12.8% | -5.3% | -15.8% |
| 3M | -18.8% | -20.0% | +1.2% | -15.0% |
| 6M | -39.2% | -6.0% | -33.2% | -38.9% |
| YTD | -52.4% | +34.0% | -86.4% | -56.1% |
| 1Y | -40.3% | +35.6% | -75.9% | -45.4% |
| 3Y | -75.1% | +152.3% | -227.4% | -80.8% |
| 5Y | -76.7% | +264.4% | -341.1% | -84.0% |
| 10Y | +52.7% | +1,498.6% | -1,445.9% | -25.3% |
| All | +606.9% | +9,801.4% | -9,194.5% | +107.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling