+50.0%
LULU vs EFX
+42.6%
+7.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +1.9% |
| 7D | -1.6% | -4.5% | +2.9% | +0.3% |
| 30D | -18.1% | -6.1% | -12.0% | -15.6% |
| 3M | -18.8% | +6.2% | -25.0% | -20.8% |
| 6M | -39.2% | -11.2% | -28.0% | -36.5% |
| YTD | -52.4% | -21.4% | -31.0% | -48.0% |
| 1Y | -40.3% | -34.3% | -6.0% | -30.0% |
| 3Y | -75.1% | -12.5% | -62.6% | -75.2% |
| 5Y | -76.7% | -35.6% | -41.2% | -74.3% |
| All | +50.0% | +42.6% | +7.4% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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