+1.1%
LULU vs EQH
+234.7%
-233.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +1.6% |
| 7D | -1.6% | +0.7% | -2.3% | -1.9% |
| 30D | -18.1% | +2.8% | -21.0% | -19.0% |
| 3M | -18.8% | +23.1% | -41.9% | -25.4% |
| 6M | -39.2% | +41.4% | -80.6% | -47.5% |
| YTD | -52.4% | +14.3% | -66.6% | -55.3% |
| 1Y | -40.3% | +1.6% | -41.9% | -41.6% |
| 3Y | -75.1% | +102.7% | -177.8% | -81.9% |
| 5Y | -76.7% | +104.5% | -181.3% | -83.3% |
| All | +1.1% | +234.7% | -233.6% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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