+1,285.3%
ENTG vs LULU
+697.8%
+587.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.4% | +4.7% | +2.7% |
| 7D | +8.9% | -16.9% | +25.9% | +15.8% |
| 30D | -0.8% | -22.0% | +21.2% | +7.3% |
| 3M | +6.6% | -17.8% | +24.4% | +11.5% |
| 6M | +22.1% | -41.3% | +63.3% | +46.0% |
| YTD | +70.2% | -52.0% | +122.2% | +119.9% |
| 1Y | +76.7% | -39.8% | +116.5% | +106.6% |
| 3Y | +50.5% | -74.8% | +125.3% | +140.6% |
| 5Y | +21.8% | -76.3% | +98.1% | +97.7% |
| 10Y | +811.7% | +53.9% | +757.8% | +557.1% |
| All | +1,285.3% | +697.8% | +587.6% | +237.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling