-41.8%
LULU vs ETR
+1.0%
-42.8%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -3.2% |
| 7D | -20.4% | -1.9% | -18.5% | -20.9% |
| 30D | -22.9% | -0.2% | -22.7% | -22.8% |
| 3M | -18.5% | -3.7% | -14.8% | -19.2% |
| 6M | -41.8% | +2.1% | -43.9% | -40.6% |
| All | -41.8% | +1.0% | -42.8% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 6mo: compounded portfolio wealth divided by compounded ETR 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…
6mo analysis · Full analysis span regression · 6 months rolling