+606.9%
LULU vs ELV
+579.3%
+27.6%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.6% | +2.0% |
| 7D | -1.6% | +3.2% | -4.8% | -2.7% |
| 30D | -18.1% | +5.4% | -23.5% | -19.5% |
| 3M | -18.8% | +5.4% | -24.1% | -20.5% |
| 6M | -39.2% | +45.7% | -84.9% | -46.9% |
| YTD | -52.4% | +21.2% | -73.6% | -56.1% |
| 1Y | -40.3% | +35.6% | -75.9% | -47.2% |
| 3Y | -75.1% | -2.0% | -73.1% | -76.3% |
| 5Y | -76.7% | +26.0% | -102.8% | -80.3% |
| 10Y | +52.7% | +278.7% | -226.0% | -22.3% |
| All | +606.9% | +579.3% | +27.6% | +112.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling