+86.3%
LULU vs SEI
+644.4%
-558.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.1% | -2.9% | +1.7% |
| 7D | -1.6% | +22.6% | -24.2% | -3.5% |
| 30D | -18.1% | +9.1% | -27.2% | -19.0% |
| 3M | -18.8% | -11.3% | -7.4% | -18.7% |
| 6M | -39.2% | +22.0% | -61.2% | -41.3% |
| YTD | -52.4% | +47.3% | -99.6% | -55.2% |
| 1Y | -40.3% | +124.8% | -165.1% | -46.9% |
| 3Y | -75.1% | +591.3% | -666.4% | -82.3% |
| 5Y | -76.7% | +1,008.2% | -1,085.0% | -85.2% |
| All | +86.3% | +644.4% | -558.1% | +14.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling