+646.0%
EWT vs LULU
+675.0%
-29.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.8% | +0.3% | -2.0% |
| 7D | -1.1% | -20.4% | +19.3% | +3.0% |
| 30D | +4.8% | -22.9% | +27.7% | +9.5% |
| 3M | +11.1% | -18.5% | +29.7% | +14.5% |
| 6M | +54.6% | -41.8% | +96.4% | +69.8% |
| YTD | +71.4% | -53.4% | +124.8% | +96.3% |
| 1Y | +82.1% | -40.9% | +123.0% | +97.9% |
| 3Y | +193.2% | -75.6% | +268.8% | +267.2% |
| 5Y | +146.1% | -77.2% | +223.3% | +204.5% |
| 10Y | +505.0% | +49.5% | +455.5% | +390.7% |
| All | +646.0% | +675.0% | -29.1% | +209.1% |
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 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