+592.0%
LULU vs SGI
+811.7%
-219.7%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.1% | +0.3% | -1.7% |
| 7D | -20.4% | -4.9% | -15.5% | -19.0% |
| 30D | -22.9% | +1.6% | -24.5% | -23.4% |
| 3M | -18.5% | -3.2% | -15.4% | -18.0% |
| 6M | -41.8% | -16.0% | -25.7% | -38.6% |
| YTD | -53.4% | -25.4% | -28.0% | -48.8% |
| 1Y | -40.9% | -21.6% | -19.3% | -36.6% |
| 3Y | -75.6% | +52.9% | -128.4% | -79.8% |
| 5Y | -77.2% | +47.5% | -124.7% | -81.6% |
| 10Y | +49.5% | +263.5% | -214.0% | -27.1% |
| All | +592.0% | +811.7% | -219.7% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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