+50.0%
LULU vs SIMO
+605.2%
-555.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +7.2% | -5.1% | +1.0% |
| 7D | -1.6% | +11.0% | -12.7% | -3.3% |
| 30D | -18.1% | +17.9% | -36.0% | -20.9% |
| 3M | -18.8% | +3.9% | -22.7% | -21.8% |
| 6M | -39.2% | +131.0% | -170.2% | -52.3% |
| YTD | -52.4% | +209.3% | -261.7% | -65.7% |
| 1Y | -40.3% | +223.8% | -264.1% | -57.8% |
| 3Y | -75.1% | +479.2% | -554.3% | -85.1% |
| 5Y | -76.7% | +316.0% | -392.8% | -85.5% |
| All | +50.0% | +605.2% | -555.2% | -28.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling