+54.6%
EWT vs LULU
-42.9%
+97.6%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.8% | +0.3% | -2.3% |
| 7D | -1.1% | -20.4% | +19.3% | +0.4% |
| 30D | +4.8% | -22.9% | +27.7% | +7.0% |
| 3M | +11.1% | -18.5% | +29.7% | +13.1% |
| 6M | +54.6% | -41.8% | +96.4% | +74.1% |
| All | +54.6% | -42.9% | +97.6% | +74.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling