+142.8%
EFA vs LULU
+53.6%
+89.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.6% |
| 7D | -1.5% | -1.6% | +0.1% | -1.3% |
| 30D | -1.7% | -18.1% | +16.5% | +1.4% |
| 3M | +3.5% | -18.8% | +22.3% | +6.7% |
| 6M | +9.5% | -39.2% | +48.7% | +18.5% |
| YTD | +12.9% | -52.4% | +65.2% | +27.5% |
| 1Y | +18.2% | -40.3% | +58.5% | +27.4% |
| 3Y | +64.8% | -75.1% | +139.9% | +102.7% |
| 5Y | +53.9% | -76.7% | +130.6% | +86.3% |
| All | +142.8% | +53.6% | +89.2% | +131.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LULU.
Daily Out/Under-Performance
Portfolio return minus LULU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LULU 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 10y: compounded portfolio wealth divided by compounded LULU 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…
10y analysis · Full analysis span regression · 6 months rolling