+50.0%
LULU vs SFM
+271.4%
-221.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +2.0% |
| 7D | -1.6% | -10.6% | +9.0% | -0.1% |
| 30D | -18.1% | -15.5% | -2.7% | -16.3% |
| 3M | -18.8% | -17.4% | -1.3% | -16.8% |
| 6M | -39.2% | -3.4% | -35.8% | -39.4% |
| YTD | -52.4% | -8.7% | -43.7% | -52.2% |
| 1Y | -40.3% | -47.2% | +6.9% | -35.5% |
| 3Y | -75.1% | +82.7% | -157.8% | -78.5% |
| 5Y | -76.7% | +214.3% | -291.0% | -82.0% |
| All | +50.0% | +271.4% | -221.5% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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