-51.2%
LULU vs EL
+14.8%
-65.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | +3.0% | -20.4% | -18.0% |
| 7D | -16.7% | +0.8% | -17.5% | -16.9% |
| 30D | -18.5% | +19.8% | -38.4% | -22.3% |
| 3M | -19.5% | +25.7% | -45.2% | -24.1% |
| 6M | -41.9% | +5.4% | -47.4% | -43.7% |
| YTD | -51.6% | +0.2% | -51.8% | -52.3% |
| 1Y | -51.2% | +20.4% | -71.6% | -53.0% |
| All | -51.2% | +14.8% | -65.9% | -53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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