+592.0%
LULU vs SM
+35.9%
+556.1%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.4% | -2.9% |
| 7D | -20.4% | +2.1% | -22.6% | -20.6% |
| 30D | -22.9% | +18.1% | -41.0% | -24.7% |
| 3M | -18.5% | +17.0% | -35.5% | -20.8% |
| 6M | -41.8% | +55.4% | -97.2% | -46.2% |
| YTD | -53.4% | +108.6% | -161.9% | -58.8% |
| 1Y | -40.9% | +45.7% | -86.6% | -45.2% |
| 3Y | -75.6% | -0.3% | -75.2% | -76.6% |
| 5Y | -77.2% | +113.0% | -190.3% | -81.1% |
| 10Y | +49.5% | +21.0% | +28.5% | -2.4% |
| All | +592.0% | +35.9% | +556.1% | +117.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling