+18.1%
EW vs LULU
-31.7%
+49.8%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.8% | -0.4% | +3.8% |
| 7D | +8.3% | +6.5% | +1.8% | +7.4% |
| 30D | +13.9% | +20.3% | -6.4% | +11.4% |
| 3M | +10.9% | -8.9% | +19.8% | +11.7% |
| 6M | +19.2% | -13.1% | +32.4% | +20.5% |
| YTD | +16.6% | -46.1% | +62.6% | +23.3% |
| 1Y | +18.1% | -30.3% | +48.3% | +17.1% |
| All | +18.1% | -31.7% | +49.8% | +17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling