+50.0%
LULU vs EFV
+169.9%
-119.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +1.2% |
| 7D | -1.6% | -0.8% | -0.8% | -0.9% |
| 30D | -18.1% | +0.6% | -18.8% | -18.5% |
| 3M | -18.8% | +7.5% | -26.3% | -24.0% |
| 6M | -39.2% | +13.0% | -52.2% | -45.6% |
| YTD | -52.4% | +18.3% | -70.7% | -59.2% |
| 1Y | -40.3% | +26.7% | -67.0% | -51.9% |
| 3Y | -75.1% | +89.6% | -164.7% | -86.2% |
| 5Y | -76.7% | +98.2% | -175.0% | -87.6% |
| All | +50.0% | +169.9% | -119.9% | -40.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling