+612.3%
LULU vs EIX
+113.1%
+499.2%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.2% | -0.2% | -2.1% |
| 7D | -16.9% | +4.1% | -21.0% | -18.3% |
| 30D | -22.0% | -15.3% | -6.7% | -18.8% |
| 3M | -17.8% | -18.4% | +0.6% | -13.5% |
| 6M | -41.3% | -16.8% | -24.4% | -39.0% |
| YTD | -52.0% | -0.6% | -51.5% | -53.9% |
| 1Y | -39.8% | +10.7% | -50.5% | -44.8% |
| 3Y | -74.8% | -4.5% | -70.4% | -76.4% |
| 5Y | -76.3% | +24.0% | -100.3% | -80.7% |
| 10Y | +53.9% | +22.9% | +31.0% | +12.2% |
| All | +612.3% | +113.1% | +499.2% | +201.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling