-51.2%
LULU vs SIRI
+28.3%
-79.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -2.6% | -14.8% | -17.0% |
| 7D | -16.7% | +1.6% | -18.3% | -16.8% |
| 30D | -18.5% | -4.7% | -13.8% | -18.0% |
| 3M | -19.5% | +5.3% | -24.7% | -19.8% |
| 6M | -41.9% | +30.5% | -72.4% | -42.6% |
| YTD | -51.6% | +49.6% | -101.2% | -52.7% |
| 1Y | -51.2% | +28.5% | -79.7% | -54.8% |
| All | -51.2% | +28.3% | -79.5% | -54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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