+50.0%
LULU vs ED
+108.5%
-58.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.4% | +2.2% |
| 7D | -1.6% | -0.8% | -0.9% | -1.6% |
| 30D | -18.1% | -0.4% | -17.7% | -18.1% |
| 3M | -18.8% | +0.5% | -19.2% | -18.8% |
| 6M | -39.2% | -3.1% | -36.1% | -39.1% |
| YTD | -52.4% | +9.8% | -62.2% | -52.9% |
| 1Y | -40.3% | +12.6% | -52.9% | -41.1% |
| 3Y | -75.1% | +31.4% | -106.5% | -76.4% |
| 5Y | -76.7% | +69.4% | -146.2% | -78.9% |
| All | +50.0% | +108.5% | -58.6% | +32.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling