+50.0%
LULU vs SCHG
+459.0%
-409.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +1.3% |
| 7D | -1.6% | -1.0% | -0.6% | -0.6% |
| 30D | -18.1% | -1.3% | -16.9% | -16.9% |
| 3M | -18.8% | +5.4% | -24.2% | -23.0% |
| 6M | -39.2% | +14.4% | -53.6% | -46.8% |
| YTD | -52.4% | +8.0% | -60.4% | -55.8% |
| 1Y | -40.3% | +12.7% | -53.0% | -47.0% |
| 3Y | -75.1% | +85.6% | -160.7% | -87.0% |
| 5Y | -76.7% | +85.5% | -162.3% | -87.7% |
| All | +50.0% | +459.0% | -409.0% | -73.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling