+296.5%
EWY vs LULU
+691.8%
-395.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.2% | +1.1% | +2.7% |
| 7D | -0.1% | -1.6% | +1.6% | +0.3% |
| 30D | +7.3% | -18.1% | +25.4% | +11.5% |
| 3M | -5.1% | -18.8% | +13.6% | -2.0% |
| 6M | +42.1% | -39.2% | +81.3% | +57.9% |
| YTD | +94.1% | -52.4% | +146.5% | +128.1% |
| 1Y | +147.8% | -40.3% | +188.1% | +173.5% |
| 3Y | +222.9% | -75.1% | +298.0% | +323.9% |
| 5Y | +150.6% | -76.7% | +227.4% | +223.6% |
| 10Y | +304.4% | +52.7% | +251.7% | +201.2% |
| All | +296.5% | +691.8% | -395.3% | +13.9% |
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 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