-76.7%
LULU vs SEI
+999.8%
-1,076.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.1% | -2.9% | +1.9% |
| 7D | -1.6% | +22.6% | -24.2% | -2.6% |
| 30D | -18.1% | +9.1% | -27.2% | -18.6% |
| 3M | -18.8% | -11.3% | -7.4% | -18.7% |
| 6M | -39.2% | +22.0% | -61.2% | -40.5% |
| YTD | -52.4% | +47.3% | -99.6% | -54.0% |
| 1Y | -40.3% | +124.8% | -165.1% | -44.5% |
| 3Y | -75.1% | +591.3% | -666.4% | -80.3% |
| All | -76.7% | +999.8% | -1,076.5% | -82.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling