-30.3%
LULU vs EWJ
+18.0%
-48.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.4% | +3.4% | +4.2% |
| 7D | +6.5% | -1.2% | +7.7% | +7.1% |
| 30D | +20.3% | -5.5% | +25.8% | +23.2% |
| 3M | -8.9% | -0.8% | -8.1% | -8.9% |
| 6M | -13.1% | +7.1% | -20.2% | -17.7% |
| YTD | -46.1% | +16.9% | -63.0% | -51.3% |
| 1Y | -30.3% | +18.2% | -48.4% | -37.6% |
| All | -30.3% | +18.0% | -48.2% | -37.6% |
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