+117.8%
EW vs LULU
+53.6%
+64.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.2% | -4.9% | -3.3% |
| 7D | -6.2% | -1.6% | -4.5% | -5.9% |
| 30D | -9.3% | -18.1% | +8.8% | -5.4% |
| 3M | -1.6% | -18.8% | +17.1% | +2.6% |
| 6M | -0.8% | -39.2% | +38.4% | +10.4% |
| YTD | -1.0% | -52.4% | +51.3% | +16.8% |
| 1Y | +8.2% | -40.3% | +48.5% | +19.6% |
| 3Y | +12.7% | -75.1% | +87.8% | +49.7% |
| 5Y | -30.2% | -76.7% | +46.5% | -8.9% |
| All | +117.8% | +53.6% | +64.2% | +109.9% |
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