-33.3%
LULU vs SCHG
+0.2%
-33.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.5% | +5.2% | +4.3% |
| 7D | +1.8% | -6.8% | +8.6% | +7.8% |
| 30D | +19.4% | -11.2% | +30.6% | +32.1% |
| 3M | -9.5% | -7.4% | -2.2% | -4.0% |
| 6M | -14.2% | -1.0% | -13.1% | -14.6% |
| YTD | -46.2% | +0.9% | -47.1% | -48.3% |
| 1Y | -33.3% | -0.2% | -33.2% | -35.6% |
| All | -33.3% | +0.2% | -33.5% | -35.6% |
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