+1,371.6%
ETN vs LULU
+691.8%
+679.8%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.2% | +1.8% | +3.4% |
| 7D | +3.5% | -1.6% | +5.2% | +4.0% |
| 30D | -7.5% | -18.1% | +10.6% | -3.6% |
| 3M | +8.3% | -18.8% | +27.1% | +12.4% |
| 6M | +20.2% | -39.2% | +59.4% | +33.3% |
| YTD | +34.7% | -52.4% | +87.0% | +58.3% |
| 1Y | +19.4% | -40.3% | +59.7% | +31.6% |
| 3Y | +85.5% | -75.1% | +160.6% | +145.6% |
| 5Y | +186.6% | -76.7% | +263.3% | +273.8% |
| 10Y | +724.7% | +52.7% | +672.0% | +516.5% |
| All | +1,371.6% | +691.8% | +679.8% | +391.2% |
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