+592.0%
LULU vs SMTC
+860.4%
-268.4%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.9% | +0.1% | -1.9% |
| 7D | -20.4% | +17.5% | -38.0% | -25.1% |
| 30D | -22.9% | +21.3% | -44.2% | -29.4% |
| 3M | -18.5% | +3.1% | -21.7% | -24.5% |
| 6M | -41.8% | +81.7% | -123.5% | -57.3% |
| YTD | -53.4% | +115.9% | -169.3% | -68.3% |
| 1Y | -40.9% | +157.8% | -198.7% | -63.2% |
| 3Y | -75.6% | +557.3% | -632.8% | -92.0% |
| 5Y | -77.2% | +114.7% | -191.9% | -88.3% |
| 10Y | +49.5% | +509.5% | -460.0% | -62.4% |
| All | +592.0% | +860.4% | -268.4% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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