+164.3%
EWY vs LULU
-49.9%
+214.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -17.4% | +22.0% | +5.6% |
| 7D | +4.8% | -16.7% | +21.5% | +5.7% |
| 30D | +11.7% | -18.5% | +30.2% | +12.8% |
| 3M | -7.4% | -19.5% | +12.1% | -5.6% |
| 6M | +40.6% | -41.9% | +82.5% | +48.5% |
| YTD | +94.3% | -51.6% | +145.9% | +105.8% |
| 1Y | +164.3% | -51.2% | +215.5% | +177.6% |
| All | +164.3% | -49.9% | +214.2% | +177.6% |
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