+147.8%
EWY vs LULU
-39.6%
+187.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.2% | +1.1% | +3.1% |
| 7D | -0.1% | -1.6% | +1.6% | 0.0% |
| 30D | +7.3% | -18.1% | +25.4% | +8.5% |
| 3M | -5.1% | -18.8% | +13.6% | -3.7% |
| 6M | +42.1% | -39.2% | +81.3% | +52.4% |
| YTD | +94.1% | -52.4% | +146.5% | +110.2% |
| 1Y | +147.8% | -40.3% | +188.1% | +162.2% |
| All | +147.8% | -39.6% | +187.5% | +162.2% |
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