+2,126.9%
EW vs LULU
+697.8%
+1,429.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.7% | -0.1% |
| 7D | -5.1% | -16.9% | +11.8% | -2.5% |
| 30D | -6.4% | -22.0% | +15.6% | -2.8% |
| 3M | -1.6% | -17.8% | +16.3% | +1.1% |
| 6M | +2.3% | -41.3% | +43.5% | +10.7% |
| YTD | +1.1% | -52.0% | +53.1% | +12.9% |
| 1Y | +8.0% | -39.8% | +47.8% | +15.6% |
| 3Y | +16.3% | -74.8% | +91.2% | +40.5% |
| 5Y | -29.4% | -76.3% | +46.9% | -15.4% |
| 10Y | +125.6% | +53.9% | +71.7% | +103.8% |
| All | +2,126.9% | +697.8% | +1,429.1% | +1,441.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling