-40.3%
LULU vs SN
+38.1%
-78.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.6% |
| 7D | -1.6% | -7.3% | +5.6% | +1.1% |
| 30D | -18.1% | -13.6% | -4.5% | -13.9% |
| 3M | -18.8% | +18.6% | -37.4% | -24.4% |
| 6M | -39.2% | +46.0% | -85.2% | -47.7% |
| YTD | -52.4% | +43.7% | -96.1% | -58.6% |
| 1Y | -40.3% | +39.2% | -79.5% | -46.2% |
| All | -40.3% | +38.1% | -78.4% | -46.2% |
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