-77.2%
LULU vs SIMO
+287.2%
-364.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.5% | +1.6% | -2.3% |
| 7D | -20.4% | +12.5% | -33.0% | -21.7% |
| 30D | -22.9% | +18.4% | -41.3% | -24.9% |
| 3M | -18.5% | +5.6% | -24.1% | -21.3% |
| 6M | -41.8% | +116.9% | -158.7% | -52.4% |
| YTD | -53.4% | +188.4% | -241.8% | -64.9% |
| 1Y | -40.9% | +221.3% | -262.2% | -57.0% |
| 3Y | -75.6% | +438.6% | -514.1% | -84.7% |
| 5Y | -77.2% | +287.9% | -365.1% | -84.6% |
| All | -77.2% | +287.2% | -364.4% | -84.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling