-40.3%
LULU vs SIMO
+239.1%
-279.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +7.2% | -5.1% | +2.4% |
| 7D | -1.6% | +11.0% | -12.7% | -1.2% |
| 30D | -18.1% | +17.9% | -36.0% | -17.5% |
| 3M | -18.8% | +3.9% | -22.7% | -18.7% |
| 6M | -39.2% | +131.0% | -170.2% | -42.4% |
| YTD | -52.4% | +209.3% | -261.7% | -57.0% |
| 1Y | -40.3% | +223.8% | -264.1% | -47.3% |
| All | -40.3% | +239.1% | -279.4% | -47.3% |
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