+48.6%
ENTG vs LULU
-75.0%
+123.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.2% | 0.0% | +1.5% |
| 7D | +1.2% | -1.6% | +2.8% | +1.7% |
| 30D | -12.9% | -18.1% | +5.3% | -8.6% |
| 3M | -3.1% | -18.8% | +15.7% | +0.9% |
| 6M | +21.0% | -39.2% | +60.2% | +40.9% |
| YTD | +67.0% | -52.4% | +119.4% | +113.7% |
| 1Y | +68.6% | -40.3% | +108.9% | +94.3% |
| 3Y | +48.6% | -75.1% | +123.7% | +120.1% |
| All | +48.6% | -75.0% | +123.7% | +120.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LULU.
Daily Out/Under-Performance
Portfolio return minus LULU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LULU 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 3y: compounded portfolio wealth divided by compounded LULU 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…
3y analysis · Full analysis span regression · 6 months rolling