+97.9%
EWT vs LULU
-49.9%
+147.8%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -17.4% | +19.2% | +3.1% |
| 7D | +4.0% | -16.7% | +20.7% | +5.1% |
| 30D | +10.3% | -18.5% | +28.8% | +11.7% |
| 3M | +6.1% | -19.5% | +25.5% | +8.0% |
| 6M | +56.6% | -41.9% | +98.5% | +64.6% |
| YTD | +76.6% | -51.6% | +128.2% | +86.9% |
| 1Y | +97.9% | -51.2% | +149.0% | +105.4% |
| All | +97.9% | -49.9% | +147.8% | +105.4% |
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