-51.2%
LULU vs SCHG
+16.6%
-67.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -0.9% | -16.5% | -16.5% |
| 7D | -16.7% | -0.7% | -16.0% | -16.0% |
| 30D | -18.5% | +0.2% | -18.8% | -18.5% |
| 3M | -19.5% | +2.2% | -21.7% | -20.8% |
| 6M | -41.9% | +15.0% | -56.9% | -49.4% |
| YTD | -51.6% | +9.2% | -60.8% | -55.9% |
| 1Y | -51.2% | +15.7% | -66.9% | -60.2% |
| All | -51.2% | +16.6% | -67.8% | -60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 1y: compounded portfolio wealth divided by compounded SCHG 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…
1y analysis · Full analysis span regression · 6 months rolling