-62.0%
LULU vs SARO
-22.5%
-39.6%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.5% | +1.7% |
| 7D | -1.6% | -3.1% | +1.5% | -0.7% |
| 30D | -18.1% | -12.2% | -5.9% | -14.9% |
| 3M | -18.8% | -7.4% | -11.4% | -17.5% |
| 6M | -39.2% | -15.3% | -23.9% | -36.8% |
| YTD | -52.4% | -16.2% | -36.2% | -50.2% |
| 1Y | -40.3% | -12.1% | -28.2% | -38.7% |
| All | -62.0% | -22.5% | -39.6% | -62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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