-75.1%
LULU vs SM
-0.9%
-74.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.2% |
| 7D | -1.6% | +4.6% | -6.2% | -2.1% |
| 30D | -18.1% | +18.2% | -36.3% | -19.7% |
| 3M | -18.8% | +22.5% | -41.3% | -21.0% |
| 6M | -39.2% | +50.6% | -89.8% | -43.8% |
| YTD | -52.4% | +108.1% | -160.5% | -59.0% |
| 1Y | -40.3% | +46.0% | -86.3% | -44.8% |
| 3Y | -75.1% | +2.9% | -78.0% | -77.0% |
| All | -75.1% | -0.9% | -74.2% | -77.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling