-33.3%
LULU vs EFV
+22.9%
-56.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +1.5% |
| 7D | +1.8% | +0.3% | +1.5% | +1.5% |
| 30D | +19.4% | +1.2% | +18.2% | +18.1% |
| 3M | -9.5% | -2.1% | -7.4% | -7.6% |
| 6M | -14.2% | +6.4% | -20.6% | -18.6% |
| YTD | -46.2% | +14.8% | -61.0% | -52.3% |
| 1Y | -33.3% | +22.4% | -55.7% | -46.0% |
| All | -33.3% | +22.9% | -56.2% | -46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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