-51.2%
LULU vs ET
+31.4%
-82.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | +0.3% | -17.7% | -17.4% |
| 7D | -16.7% | +0.9% | -17.6% | -16.6% |
| 30D | -18.5% | +7.5% | -26.0% | -18.0% |
| 3M | -19.5% | +11.4% | -30.9% | -18.7% |
| 6M | -41.9% | +18.5% | -60.4% | -42.1% |
| YTD | -51.6% | +37.4% | -89.0% | -55.5% |
| 1Y | -51.2% | +30.9% | -82.1% | -51.2% |
| All | -51.2% | +31.4% | -82.6% | -51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 1y: compounded portfolio wealth divided by compounded ET 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…
1y analysis · Full analysis span regression · 6 months rolling