+38.1%
EWZ vs LULU
+704.9%
-666.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -17.4% | +16.7% | +3.7% |
| 7D | +6.5% | -16.7% | +23.2% | +10.9% |
| 30D | +4.8% | -18.5% | +23.4% | +9.6% |
| 3M | +9.9% | -19.5% | +29.4% | +14.7% |
| 6M | +1.9% | -41.9% | +43.9% | +15.1% |
| YTD | +20.3% | -51.6% | +71.9% | +41.5% |
| 1Y | +35.6% | -51.2% | +86.8% | +57.1% |
| 3Y | +43.4% | -75.1% | +118.5% | +89.0% |
| 5Y | +55.9% | -74.1% | +130.0% | +94.3% |
| 10Y | +84.2% | +46.7% | +37.4% | +37.9% |
| All | +38.1% | +704.9% | -666.8% | -59.0% |
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