-76.7%
LULU vs ELAN
-30.9%
-45.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +1.8% |
| 7D | -1.6% | -5.4% | +3.8% | -0.2% |
| 30D | -18.1% | +4.7% | -22.8% | -19.2% |
| 3M | -18.8% | -3.7% | -15.1% | -18.5% |
| 6M | -39.2% | -1.2% | -38.0% | -39.9% |
| YTD | -52.4% | +2.4% | -54.8% | -53.4% |
| 1Y | -40.3% | +23.4% | -63.7% | -44.7% |
| 3Y | -75.1% | +96.7% | -171.8% | -81.5% |
| All | -76.7% | -30.9% | -45.8% | -74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 5y: compounded portfolio wealth divided by compounded ELAN 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…
5y analysis · Full analysis span regression · 6 months rolling