-76.7%
LULU vs ET
+241.8%
-318.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.5% |
| 7D | -1.6% | +0.2% | -1.9% | -1.7% |
| 30D | -18.1% | +2.9% | -21.0% | -19.0% |
| 3M | -18.8% | +16.8% | -35.6% | -23.7% |
| 6M | -39.2% | +18.9% | -58.1% | -43.6% |
| YTD | -52.4% | +37.7% | -90.1% | -58.6% |
| 1Y | -40.3% | +32.4% | -72.7% | -47.3% |
| 3Y | -75.1% | +99.5% | -174.6% | -82.0% |
| All | -76.7% | +241.8% | -318.5% | -85.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling