+50.0%
LULU vs EL
+26.1%
+23.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +1.9% |
| 7D | -1.6% | -6.5% | +4.9% | +1.0% |
| 30D | -18.1% | +11.1% | -29.3% | -22.3% |
| 3M | -18.8% | +10.7% | -29.5% | -23.0% |
| 6M | -39.2% | +6.9% | -46.1% | -42.3% |
| YTD | -52.4% | -6.3% | -46.1% | -52.8% |
| 1Y | -40.3% | +13.5% | -53.8% | -46.0% |
| 3Y | -75.1% | -33.1% | -42.0% | -73.8% |
| 5Y | -76.7% | -68.8% | -8.0% | -64.2% |
| All | +50.0% | +26.1% | +23.8% | +16.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling