+66.5%
EWZ vs LULU
+82.0%
-15.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.2% | +1.1% |
| 7D | +0.8% | -4.6% | +5.4% | +1.8% |
| 30D | -24.4% | +12.3% | -36.7% | -26.7% |
| 3M | -4.6% | -11.6% | +7.0% | -3.0% |
| 6M | -11.6% | -12.8% | +1.3% | -10.2% |
| YTD | +2.4% | -49.2% | +51.5% | +17.0% |
| 1Y | +2.1% | -37.7% | +39.8% | +10.7% |
| 3Y | +18.7% | -74.7% | +93.4% | +53.7% |
| 5Y | +54.2% | -76.7% | +130.8% | +97.1% |
| All | +66.5% | +82.0% | -15.5% | +36.3% |
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