+606.9%
LULU vs EFV
+134.1%
+472.8%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -23.9% |
| 6M | -39.2% | +13.0% | -52.2% | -45.5% |
| YTD | -52.4% | +18.3% | -70.7% | -59.1% |
| 1Y | -40.3% | +26.7% | -67.0% | -51.7% |
| 3Y | -75.1% | +89.6% | -164.7% | -86.0% |
| 5Y | -76.7% | +98.2% | -175.0% | -87.4% |
| 10Y | +52.7% | +167.4% | -114.6% | -37.2% |
| All | +606.9% | +134.1% | +472.8% | +248.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling