+44.7%
EWZ vs LULU
-74.8%
+119.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +2.0% | -1.1% |
| 7D | -0.1% | -16.9% | +16.9% | +1.6% |
| 30D | +8.2% | -22.0% | +30.2% | +10.7% |
| 3M | +13.3% | -17.8% | +31.1% | +15.2% |
| 6M | +3.6% | -41.3% | +44.8% | +8.6% |
| YTD | +21.0% | -52.0% | +73.0% | +29.1% |
| 1Y | +34.7% | -39.8% | +74.5% | +40.0% |
| All | +44.7% | -74.8% | +119.6% | +59.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling