-51.2%
LULU vs SM
+36.8%
-87.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -3.1% | -14.3% | -17.4% |
| 7D | -16.7% | -0.5% | -16.2% | -16.7% |
| 30D | -18.5% | +25.6% | -44.1% | -17.9% |
| 3M | -19.5% | +8.0% | -27.5% | -18.8% |
| 6M | -41.9% | +50.8% | -92.7% | -44.0% |
| YTD | -51.6% | +97.9% | -149.5% | -56.1% |
| 1Y | -51.2% | +33.8% | -85.0% | -48.6% |
| All | -51.2% | +36.8% | -87.9% | -48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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