-68.6%
LULU vs EOSE
-60.6%
-8.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.2% |
| 7D | -1.6% | +1.8% | -3.4% | -1.8% |
| 30D | -18.1% | -6.8% | -11.3% | -18.1% |
| 3M | -18.8% | -36.3% | +17.5% | -17.0% |
| 6M | -39.2% | -38.8% | -0.4% | -38.4% |
| YTD | -52.4% | -65.5% | +13.2% | -50.5% |
| 1Y | -40.3% | -45.3% | +5.0% | -41.2% |
| 3Y | -75.1% | +44.2% | -119.3% | -79.3% |
| 5Y | -76.7% | -69.5% | -7.2% | -81.4% |
| All | -68.6% | -60.6% | -8.0% | -73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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