+50.0%
LULU vs SM
+23.0%
+27.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.2% |
| 7D | -1.6% | +4.6% | -6.2% | -2.0% |
| 30D | -18.1% | +18.2% | -36.3% | -19.2% |
| 3M | -18.8% | +22.5% | -41.3% | -20.3% |
| 6M | -39.2% | +50.6% | -89.8% | -41.7% |
| YTD | -52.4% | +108.1% | -160.5% | -55.6% |
| 1Y | -40.3% | +46.0% | -86.3% | -42.8% |
| 3Y | -75.1% | +2.9% | -78.0% | -75.8% |
| 5Y | -76.7% | +112.6% | -189.3% | -78.7% |
| All | +50.0% | +23.0% | +27.0% | +11.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling