-75.1%
LULU vs SBAC
-9.4%
-65.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.2% | -0.1% | +2.1% |
| 7D | -1.6% | -2.1% | +0.5% | -1.5% |
| 30D | -18.1% | +2.0% | -20.1% | -18.1% |
| 3M | -18.8% | -8.3% | -10.5% | -18.6% |
| 6M | -39.2% | +0.3% | -39.5% | -39.2% |
| YTD | -52.4% | -2.2% | -50.2% | -52.4% |
| 1Y | -40.3% | -4.6% | -35.7% | -40.3% |
| 3Y | -75.1% | -8.3% | -66.8% | -75.3% |
| All | -75.1% | -9.4% | -65.7% | -75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 3y: compounded portfolio wealth divided by compounded SBAC 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…
3y analysis · Full analysis span regression · 6 months rolling