+50.0%
LULU vs EAT
+374.9%
-325.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.4% |
| 7D | -1.6% | -7.7% | +6.1% | +0.2% |
| 30D | -18.1% | -13.6% | -4.5% | -15.3% |
| 3M | -18.8% | +33.9% | -52.6% | -24.7% |
| 6M | -39.2% | +47.2% | -86.4% | -45.4% |
| YTD | -52.4% | +48.1% | -100.4% | -57.4% |
| 1Y | -40.3% | +33.7% | -74.0% | -45.7% |
| 3Y | -75.1% | +595.8% | -670.9% | -85.4% |
| 5Y | -76.7% | +314.4% | -391.1% | -85.3% |
| All | +50.0% | +374.9% | -325.0% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling