-24.8%
ETHA vs LULU
-31.7%
+6.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.8% | +0.9% | +4.8% |
| 7D | +2.1% | +6.5% | -4.4% | +0.9% |
| 30D | -10.7% | +20.3% | -31.0% | -14.2% |
| 3M | +29.0% | -8.9% | +37.9% | +31.1% |
| 6M | +2.7% | -13.1% | +15.8% | +5.8% |
| YTD | -18.7% | -46.1% | +27.4% | -9.0% |
| 1Y | -24.8% | -30.3% | +5.4% | -30.0% |
| All | -24.8% | -31.7% | +6.9% | -30.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling