-51.2%
LULU vs SITM
+174.8%
-225.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | +6.5% | -23.9% | -17.3% |
| 7D | -16.7% | +9.7% | -26.4% | -16.7% |
| 30D | -18.5% | +12.7% | -31.2% | -18.7% |
| 3M | -19.5% | -13.4% | -6.0% | -19.5% |
| 6M | -41.9% | +59.6% | -101.5% | -43.5% |
| YTD | -51.6% | +73.3% | -124.9% | -52.7% |
| 1Y | -51.2% | +165.5% | -216.7% | -52.6% |
| All | -51.2% | +174.8% | -225.9% | -52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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