-27.0%
ETHA vs LULU
-65.3%
+38.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.2% | +1.1% | +2.4% |
| 7D | +3.5% | -1.6% | +5.1% | +4.1% |
| 30D | +35.3% | -18.1% | +53.4% | +44.8% |
| 3M | +50.9% | -18.8% | +69.6% | +61.0% |
| 6M | +22.1% | -39.2% | +61.3% | +47.1% |
| YTD | -14.6% | -52.4% | +37.8% | +14.4% |
| 1Y | -42.8% | -40.3% | -2.5% | -31.8% |
| All | -27.0% | -65.3% | +38.3% | +1.8% |
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