-75.1%
LULU vs EAT
+578.9%
-654.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.4% |
| 7D | -1.6% | -7.7% | +6.1% | +0.1% |
| 30D | -18.1% | -13.6% | -4.5% | -15.5% |
| 3M | -18.8% | +33.9% | -52.6% | -24.6% |
| 6M | -39.2% | +47.2% | -86.4% | -45.2% |
| YTD | -52.4% | +48.1% | -100.4% | -57.3% |
| 1Y | -40.3% | +33.7% | -74.0% | -45.4% |
| 3Y | -75.1% | +595.8% | -670.9% | -85.2% |
| All | -75.1% | +578.9% | -654.0% | -85.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling