+36.3%
LULU vs SFM
+106.3%
-70.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.7% |
| 7D | -20.4% | -8.8% | -11.7% | -19.5% |
| 30D | -22.9% | -14.5% | -8.4% | -21.2% |
| 3M | -18.5% | -16.8% | -1.7% | -16.5% |
| 6M | -41.8% | -5.3% | -36.4% | -41.8% |
| YTD | -53.4% | -9.4% | -44.0% | -53.1% |
| 1Y | -40.9% | -46.2% | +5.3% | -36.1% |
| 3Y | -75.6% | +81.3% | -156.8% | -78.9% |
| 5Y | -77.2% | +211.9% | -289.1% | -82.5% |
| 10Y | +49.5% | +268.4% | -218.9% | +7.3% |
| All | +36.3% | +106.3% | -70.0% | +10.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling