-76.7%
LULU vs ECL
+27.6%
-104.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +1.1% |
| 7D | -1.6% | -1.1% | -0.5% | -0.9% |
| 30D | -18.1% | -0.8% | -17.3% | -17.7% |
| 3M | -18.8% | +5.0% | -23.8% | -21.3% |
| 6M | -39.2% | +0.2% | -39.4% | -39.6% |
| YTD | -52.4% | +5.8% | -58.1% | -54.3% |
| 1Y | -40.3% | +1.5% | -41.8% | -41.3% |
| 3Y | -75.1% | +55.0% | -130.1% | -81.8% |
| All | -76.7% | +27.6% | -104.3% | -82.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling