-51.2%
LULU vs SIMO
+226.2%
-277.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | +8.7% | -26.1% | -17.0% |
| 7D | -16.7% | +4.2% | -21.0% | -16.4% |
| 30D | -18.5% | +4.1% | -22.6% | -18.2% |
| 3M | -19.5% | -12.9% | -6.6% | -19.6% |
| 6M | -41.9% | +110.3% | -152.3% | -45.1% |
| YTD | -51.6% | +178.6% | -230.2% | -56.1% |
| 1Y | -51.2% | +220.0% | -271.2% | -58.3% |
| All | -51.2% | +226.2% | -277.4% | -58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 1y: compounded portfolio wealth divided by compounded SIMO 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…
1y analysis · Full analysis span regression · 6 months rolling