+46.6%
LULU vs ETSY
+134.7%
-88.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.5% | +1.8% |
| 7D | -1.6% | -4.9% | +3.3% | -0.5% |
| 30D | -18.1% | -8.6% | -9.5% | -16.2% |
| 3M | -18.8% | +4.8% | -23.6% | -19.7% |
| 6M | -39.2% | +38.1% | -77.3% | -43.9% |
| YTD | -52.4% | +31.2% | -83.6% | -55.7% |
| 1Y | -40.3% | +22.1% | -62.4% | -44.1% |
| 3Y | -75.1% | +12.2% | -87.3% | -77.1% |
| 5Y | -76.7% | -66.5% | -10.3% | -73.9% |
| 10Y | +52.7% | +433.4% | -380.7% | +14.0% |
| All | +46.6% | +134.7% | -88.1% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ETSY.
Daily Out/Under-Performance
Portfolio return minus ETSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETSY 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 ETSY 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