-51.2%
LULU vs EWJ
+31.1%
-82.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | +0.4% | -17.8% | -17.5% |
| 7D | -16.7% | +2.5% | -19.2% | -17.6% |
| 30D | -18.5% | +3.3% | -21.8% | -19.8% |
| 3M | -19.5% | +5.0% | -24.4% | -21.8% |
| 6M | -41.9% | +11.5% | -53.5% | -46.1% |
| YTD | -51.6% | +22.4% | -74.0% | -56.8% |
| 1Y | -51.2% | +30.2% | -81.4% | -57.0% |
| All | -51.2% | +31.1% | -82.3% | -57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 1y: compounded portfolio wealth divided by compounded EWJ 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…
1y analysis · Full analysis span regression · 6 months rolling