+606.9%
LULU vs ETR
+362.0%
+244.9%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.5% | +2.3% |
| 7D | -1.6% | -1.8% | +0.2% | -0.9% |
| 30D | -18.1% | -1.8% | -16.4% | -17.6% |
| 3M | -18.8% | -3.6% | -15.2% | -17.8% |
| 6M | -39.2% | +2.6% | -41.8% | -40.5% |
| YTD | -52.4% | +16.0% | -68.4% | -55.9% |
| 1Y | -40.3% | +20.1% | -60.4% | -45.6% |
| 3Y | -75.1% | +143.6% | -218.7% | -84.1% |
| 5Y | -76.7% | +124.4% | -201.1% | -84.9% |
| 10Y | +52.7% | +295.4% | -242.6% | -29.5% |
| All | +606.9% | +362.0% | +244.9% | +140.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling