+592.0%
LULU vs SAN
+136.0%
+456.0%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.7% |
| 7D | -20.4% | -2.8% | -17.6% | -19.4% |
| 30D | -22.9% | -0.5% | -22.3% | -22.6% |
| 3M | -18.5% | +22.7% | -41.3% | -25.5% |
| 6M | -41.8% | +28.8% | -70.6% | -47.8% |
| YTD | -53.4% | +26.3% | -79.6% | -58.0% |
| 1Y | -40.9% | +48.8% | -89.7% | -50.5% |
| 3Y | -75.6% | +347.2% | -422.8% | -87.4% |
| 5Y | -77.2% | +383.8% | -461.0% | -89.2% |
| 10Y | +49.5% | +335.5% | -285.9% | -34.4% |
| All | +592.0% | +136.0% | +456.0% | +222.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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