+149.4%
EWT vs LULU
-76.9%
+226.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.3% | +1.5% |
| 7D | -1.1% | -1.6% | +0.5% | -0.9% |
| 30D | +4.5% | -18.1% | +22.6% | +7.5% |
| 3M | +8.3% | -18.8% | +27.0% | +11.2% |
| 6M | +54.2% | -39.2% | +93.4% | +67.0% |
| YTD | +74.6% | -52.4% | +127.0% | +97.3% |
| 1Y | +84.9% | -40.3% | +125.2% | +99.3% |
| 3Y | +197.5% | -75.1% | +272.6% | +266.7% |
| All | +149.4% | -76.9% | +226.3% | +199.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling