+612.3%
LULU vs EL
+449.2%
+163.0%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.9% | -0.5% | -1.9% |
| 7D | -16.9% | -2.4% | -14.6% | -16.3% |
| 30D | -22.0% | +13.7% | -35.6% | -27.9% |
| 3M | -17.8% | +14.5% | -32.3% | -24.6% |
| 6M | -41.3% | +7.4% | -48.7% | -45.3% |
| YTD | -52.0% | -4.7% | -47.3% | -53.3% |
| 1Y | -39.8% | +12.9% | -52.8% | -47.2% |
| 3Y | -74.8% | -32.2% | -42.6% | -74.0% |
| 5Y | -76.3% | -68.4% | -7.9% | -62.1% |
| 10Y | +53.9% | +28.3% | +25.6% | -9.3% |
| All | +612.3% | +449.2% | +163.0% | +19.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling