+89.4%
EWZ vs LULU
+53.6%
+35.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.1% | -1.4% |
| 7D | +0.9% | -1.6% | +2.5% | +1.2% |
| 30D | +12.8% | -18.1% | +30.9% | +17.3% |
| 3M | +10.8% | -18.8% | +29.5% | +15.0% |
| 6M | +2.5% | -39.2% | +41.7% | +13.4% |
| YTD | +21.4% | -52.4% | +73.7% | +41.4% |
| 1Y | +32.8% | -40.3% | +73.1% | +45.7% |
| 3Y | +45.2% | -75.1% | +120.3% | +88.6% |
| 5Y | +63.0% | -76.7% | +139.7% | +107.0% |
| All | +89.4% | +53.6% | +35.8% | +72.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling