-75.1%
LULU vs ED
+33.0%
-108.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.4% | +2.1% |
| 7D | -1.6% | -0.8% | -0.9% | -1.8% |
| 30D | -18.1% | -0.4% | -17.7% | -18.2% |
| 3M | -18.8% | +0.5% | -19.2% | -18.6% |
| 6M | -39.2% | -3.1% | -36.1% | -39.4% |
| YTD | -52.4% | +9.8% | -62.2% | -51.1% |
| 1Y | -40.3% | +12.6% | -52.9% | -38.3% |
| 3Y | -75.1% | +31.4% | -106.5% | -75.4% |
| All | -75.1% | +33.0% | -108.1% | -75.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling