+606.9%
LULU vs EWJ
+139.6%
+467.4%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.2% | 0.0% | +0.3% |
| 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% | -24.4% |
| 6M | -39.2% | +15.6% | -54.8% | -46.9% |
| YTD | -52.4% | +22.7% | -75.1% | -60.6% |
| 1Y | -40.3% | +26.4% | -66.7% | -51.9% |
| 3Y | -75.1% | +72.5% | -147.6% | -84.9% |
| 5Y | -76.7% | +52.4% | -129.2% | -84.3% |
| 10Y | +52.7% | +143.8% | -91.1% | -29.9% |
| All | +606.9% | +139.6% | +467.4% | +230.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling