-75.1%
LULU vs ELV
-2.1%
-73.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.6% | +2.1% |
| 7D | -1.6% | +3.2% | -4.8% | -1.9% |
| 30D | -18.1% | +5.4% | -23.5% | -18.5% |
| 3M | -18.8% | +5.4% | -24.1% | -19.2% |
| 6M | -39.2% | +45.7% | -84.9% | -41.3% |
| YTD | -52.4% | +21.2% | -73.6% | -53.2% |
| 1Y | -40.3% | +35.6% | -75.9% | -41.7% |
| 3Y | -75.1% | -2.0% | -73.1% | -75.7% |
| All | -75.1% | -2.1% | -73.0% | -75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 3y: compounded portfolio wealth divided by compounded ELV 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…
3y analysis · Full analysis span regression · 6 months rolling