+606.9%
LULU vs SBAC
+496.2%
+110.7%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.2% | -0.1% | +1.1% |
| 7D | -1.6% | -2.1% | +0.5% | -0.6% |
| 30D | -18.1% | +2.0% | -20.1% | -18.8% |
| 3M | -18.8% | -8.3% | -10.5% | -15.6% |
| 6M | -39.2% | +0.3% | -39.5% | -41.1% |
| YTD | -52.4% | -2.2% | -50.2% | -53.5% |
| 1Y | -40.3% | -4.6% | -35.7% | -41.1% |
| 3Y | -75.1% | -8.3% | -66.8% | -76.4% |
| 5Y | -76.7% | -42.8% | -33.9% | -72.3% |
| 10Y | +52.7% | +85.6% | -32.9% | -17.0% |
| All | +606.9% | +496.2% | +110.7% | +55.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling