-51.2%
LULU vs ELF
-17.5%
-33.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | +2.1% | -19.5% | -17.7% |
| 7D | -16.7% | +5.4% | -22.1% | -17.5% |
| 30D | -18.5% | +27.0% | -45.5% | -21.9% |
| 3M | -19.5% | +113.2% | -132.7% | -29.1% |
| 6M | -41.9% | +36.6% | -78.5% | -46.0% |
| YTD | -51.6% | +44.2% | -95.8% | -55.1% |
| 1Y | -51.2% | -18.0% | -33.2% | -52.9% |
| All | -51.2% | -17.5% | -33.6% | -52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 1y: compounded portfolio wealth divided by compounded ELF 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…
1y analysis · Full analysis span regression · 6 months rolling