-41.8%
LULU vs EL
+5.6%
-47.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.5% | -2.4% |
| 7D | -20.4% | -4.4% | -16.1% | -19.8% |
| 30D | -22.9% | +10.3% | -33.1% | -25.1% |
| 3M | -18.5% | +13.4% | -31.9% | -21.7% |
| 6M | -41.8% | +3.1% | -44.9% | -42.5% |
| All | -41.8% | +5.6% | -47.4% | -42.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling