-75.1%
LULU vs ECL
+56.3%
-131.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +1.2% |
| 7D | -1.6% | -1.1% | -0.5% | -1.0% |
| 30D | -18.1% | -0.8% | -17.3% | -17.7% |
| 3M | -18.8% | +5.0% | -23.8% | -20.9% |
| 6M | -39.2% | +0.2% | -39.4% | -39.5% |
| YTD | -52.4% | +5.8% | -58.1% | -54.0% |
| 1Y | -40.3% | +1.5% | -41.8% | -41.2% |
| 3Y | -75.1% | +55.0% | -130.1% | -79.2% |
| All | -75.1% | +56.3% | -131.4% | -79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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