+36.0%
EWT vs LULU
-30.7%
+66.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.5% | -0.3% | -11.3% | -11.5% |
| 7D | -19.0% | +1.8% | -20.7% | -19.0% |
| 30D | -27.0% | +19.4% | -46.4% | -27.8% |
| 3M | -15.6% | -9.5% | -6.1% | -14.7% |
| 6M | -7.4% | -14.2% | +6.7% | -5.2% |
| YTD | +35.2% | -46.2% | +81.4% | +45.8% |
| 1Y | +36.0% | -33.3% | +69.3% | +36.6% |
| All | +36.0% | -30.7% | +66.7% | +36.6% |
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