-54.4%
LULU vs SITM
+4,789.7%
-4,844.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.5% | -3.4% | +1.2% |
| 7D | -1.6% | +3.9% | -5.5% | -2.3% |
| 30D | -18.1% | -6.6% | -11.5% | -17.8% |
| 3M | -18.8% | -11.9% | -6.9% | -19.2% |
| 6M | -39.2% | +81.1% | -120.3% | -48.5% |
| YTD | -52.4% | +80.0% | -132.4% | -60.2% |
| 1Y | -40.3% | +145.8% | -186.1% | -54.2% |
| 3Y | -75.1% | +475.9% | -551.0% | -85.5% |
| 5Y | -76.7% | +189.2% | -266.0% | -85.8% |
| All | -54.4% | +4,789.7% | -4,844.1% | -84.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling