+606.9%
LULU vs EFX
+415.6%
+191.3%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +1.8% |
| 7D | -1.6% | -4.5% | +2.9% | +1.1% |
| 30D | -18.1% | -6.1% | -12.0% | -14.6% |
| 3M | -18.8% | +6.2% | -25.0% | -22.0% |
| 6M | -39.2% | -11.2% | -28.0% | -35.6% |
| YTD | -52.4% | -21.4% | -31.0% | -46.3% |
| 1Y | -40.3% | -34.3% | -6.0% | -25.1% |
| 3Y | -75.1% | -12.5% | -62.6% | -76.0% |
| 5Y | -76.7% | -35.6% | -41.2% | -73.3% |
| 10Y | +52.7% | +41.8% | +10.9% | -15.3% |
| All | +606.9% | +415.6% | +191.3% | -3.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling