+612.3%
LULU vs SIMO
+1,684.4%
-1,072.1%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.1% | -5.5% | -3.8% |
| 7D | -16.9% | +14.5% | -31.5% | -19.8% |
| 30D | -22.0% | +20.4% | -42.4% | -26.1% |
| 3M | -17.8% | +7.1% | -25.0% | -22.6% |
| 6M | -41.3% | +129.2% | -170.5% | -55.9% |
| YTD | -52.0% | +201.9% | -254.0% | -66.9% |
| 1Y | -39.8% | +235.5% | -275.3% | -59.9% |
| 3Y | -74.8% | +463.8% | -538.7% | -85.7% |
| 5Y | -76.3% | +306.7% | -383.0% | -86.0% |
| 10Y | +53.9% | +579.5% | -525.6% | -26.3% |
| All | +612.3% | +1,684.4% | -1,072.1% | +45.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling