-75.1%
LULU vs EL
-34.0%
-41.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +2.0% |
| 7D | -1.6% | -6.5% | +4.9% | +0.1% |
| 30D | -18.1% | +11.1% | -29.3% | -20.8% |
| 3M | -18.8% | +10.7% | -29.5% | -21.5% |
| 6M | -39.2% | +6.9% | -46.1% | -41.2% |
| YTD | -52.4% | -6.3% | -46.1% | -52.6% |
| 1Y | -40.3% | +13.5% | -53.8% | -43.7% |
| 3Y | -75.1% | -33.1% | -42.0% | -74.6% |
| All | -75.1% | -34.0% | -41.1% | -74.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling