+50.6%
LULU vs ELF
+303.8%
-253.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +1.0% | +1.9% |
| 7D | -1.6% | -11.6% | +10.0% | +0.9% |
| 30D | -18.1% | +4.6% | -22.8% | -19.1% |
| 3M | -18.8% | +59.7% | -78.5% | -26.8% |
| 6M | -39.2% | +21.2% | -60.4% | -42.4% |
| YTD | -52.4% | +27.4% | -79.8% | -55.6% |
| 1Y | -40.3% | -29.8% | -10.5% | -38.6% |
| 3Y | -75.1% | -28.5% | -46.6% | -76.5% |
| 5Y | -76.7% | +220.0% | -296.8% | -84.9% |
| All | +50.6% | +303.8% | -253.2% | -20.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling