-40.3%
LULU vs EIX
+6.9%
-47.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.5% | +2.2% |
| 7D | -1.6% | -1.4% | -0.3% | -1.6% |
| 30D | -18.1% | -19.3% | +1.2% | -18.0% |
| 3M | -18.8% | -21.7% | +2.9% | -18.6% |
| 6M | -39.2% | -19.8% | -19.4% | -39.3% |
| YTD | -52.4% | -3.0% | -49.3% | -55.8% |
| 1Y | -40.3% | +5.1% | -45.4% | -46.3% |
| All | -40.3% | +6.9% | -47.2% | -46.3% |
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