-51.2%
LULU vs EIX
+7.5%
-58.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | +0.8% | -18.2% | -17.4% |
| 7D | -16.7% | -19.1% | +2.4% | -16.1% |
| 30D | -18.5% | -16.9% | -1.6% | -18.7% |
| 3M | -19.5% | -20.0% | +0.5% | -19.5% |
| 6M | -41.9% | -21.3% | -20.6% | -41.6% |
| YTD | -51.6% | -1.7% | -49.9% | -55.2% |
| 1Y | -51.2% | +9.6% | -60.7% | -56.5% |
| All | -51.2% | +7.5% | -58.7% | -56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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