+19.4%
ETN vs LULU
-39.6%
+59.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.2% | +1.8% | +4.0% |
| 7D | +3.5% | -1.6% | +5.2% | +3.5% |
| 30D | -7.5% | -18.1% | +10.6% | -7.7% |
| 3M | +8.3% | -18.8% | +27.1% | +8.8% |
| 6M | +20.2% | -39.2% | +59.4% | +23.1% |
| YTD | +34.7% | -52.4% | +87.0% | +40.5% |
| 1Y | +19.4% | -40.3% | +59.7% | +18.5% |
| All | +19.4% | -39.6% | +59.1% | +18.5% |
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