-51.2%
LULU vs SN
+46.4%
-97.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -1.0% | -16.3% | -17.0% |
| 7D | -16.7% | -9.3% | -7.4% | -13.6% |
| 30D | -18.5% | -4.8% | -13.7% | -17.2% |
| 3M | -19.5% | +40.4% | -59.9% | -30.5% |
| 6M | -41.9% | +50.9% | -92.9% | -51.6% |
| YTD | -51.6% | +54.9% | -106.5% | -59.9% |
| 1Y | -51.2% | +43.0% | -94.2% | -51.5% |
| All | -51.2% | +46.4% | -97.6% | -51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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