-30.3%
LULU vs SN
+156.5%
-186.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.1% | +0.7% | +3.1% |
| 7D | +6.5% | +10.6% | -4.1% | +2.2% |
| 30D | +20.3% | +20.0% | +0.3% | +11.9% |
| 3M | -8.9% | +30.4% | -39.3% | -18.5% |
| 6M | -13.1% | +91.0% | -104.1% | -34.2% |
| YTD | -46.1% | +95.9% | -142.0% | -58.9% |
| 1Y | -30.3% | +158.9% | -189.1% | -50.6% |
| All | -30.3% | +156.5% | -186.7% | -50.6% |
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