-51.2%
LULU vs ED
+12.4%
-63.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -1.3% | -16.0% | -17.7% |
| 7D | -16.7% | -0.2% | -16.5% | -16.7% |
| 30D | -18.5% | -0.1% | -18.4% | -18.5% |
| 3M | -19.5% | +3.9% | -23.4% | -17.8% |
| 6M | -41.9% | -3.0% | -38.9% | -41.8% |
| YTD | -51.6% | +10.7% | -62.3% | -51.2% |
| 1Y | -51.2% | +13.3% | -64.5% | -51.4% |
| All | -51.2% | +12.4% | -63.6% | -51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 1y: compounded portfolio wealth divided by compounded ED 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…
1y analysis · Full analysis span regression · 6 months rolling