+592.0%
LULU vs ED
+425.7%
+166.3%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.6% |
| 7D | -20.4% | -1.9% | -18.6% | -19.8% |
| 30D | -22.9% | +0.1% | -23.0% | -22.8% |
| 3M | -18.5% | 0.0% | -18.5% | -18.6% |
| 6M | -41.8% | -2.5% | -39.3% | -41.5% |
| YTD | -53.4% | +10.1% | -63.5% | -55.4% |
| 1Y | -40.9% | +13.6% | -54.5% | -44.2% |
| 3Y | -75.6% | +32.4% | -108.0% | -79.1% |
| 5Y | -77.2% | +69.9% | -147.1% | -83.0% |
| 10Y | +49.5% | +109.2% | -59.7% | -12.6% |
| All | +592.0% | +425.7% | +166.3% | +44.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling