+612.3%
LULU vs ECL
+707.6%
-95.3%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.1% | -1.2% | -1.8% |
| 7D | -16.9% | -2.7% | -14.2% | -15.2% |
| 30D | -22.0% | -4.3% | -17.7% | -19.4% |
| 3M | -17.8% | +3.2% | -21.1% | -19.8% |
| 6M | -41.3% | -2.9% | -38.4% | -40.4% |
| YTD | -52.0% | +4.3% | -56.3% | -53.9% |
| 1Y | -39.8% | +1.6% | -41.5% | -41.1% |
| 3Y | -74.8% | +54.3% | -129.1% | -82.4% |
| 5Y | -76.3% | +26.5% | -102.8% | -81.1% |
| 10Y | +53.9% | +155.6% | -101.7% | -39.4% |
| All | +612.3% | +707.6% | -95.3% | -23.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling