-76.7%
LULU vs SCHG
+84.3%
-161.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -17.0% |
| 3M | -18.8% | +5.4% | -24.2% | -23.0% |
| 6M | -39.2% | +14.4% | -53.6% | -46.6% |
| YTD | -52.4% | +8.0% | -60.4% | -55.7% |
| 1Y | -40.3% | +12.7% | -53.0% | -46.9% |
| 3Y | -75.1% | +85.6% | -160.7% | -86.9% |
| All | -76.7% | +84.3% | -161.0% | -87.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling