+50.0%
LULU vs EWJ
+144.4%
-94.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.2% | 0.0% | +0.2% |
| 7D | -1.6% | +0.3% | -1.9% | -1.8% |
| 30D | -18.1% | +0.8% | -18.9% | -18.8% |
| 3M | -18.8% | +7.5% | -26.3% | -24.8% |
| 6M | -39.2% | +15.6% | -54.8% | -47.4% |
| YTD | -52.4% | +22.7% | -75.1% | -61.2% |
| 1Y | -40.3% | +26.4% | -66.7% | -52.8% |
| 3Y | -75.1% | +72.5% | -147.6% | -85.8% |
| 5Y | -76.7% | +52.4% | -129.2% | -85.1% |
| All | +50.0% | +144.4% | -94.5% | -42.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling