-75.1%
LULU vs SEI
+594.6%
-669.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.1% | -2.9% | +2.0% |
| 7D | -1.6% | +22.6% | -24.2% | -2.1% |
| 30D | -18.1% | +9.1% | -27.2% | -18.3% |
| 3M | -18.8% | -11.3% | -7.4% | -18.7% |
| 6M | -39.2% | +22.0% | -61.2% | -39.9% |
| YTD | -52.4% | +47.3% | -99.6% | -53.4% |
| 1Y | -40.3% | +124.8% | -165.1% | -43.0% |
| 3Y | -75.1% | +591.3% | -666.4% | -78.7% |
| All | -75.1% | +594.6% | -669.7% | -78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 3y: compounded portfolio wealth divided by compounded SEI 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…
3y analysis · Full analysis span regression · 6 months rolling