-73.9%
LULU vs SN
+447.8%
-521.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.5% |
| 7D | -1.6% | -7.3% | +5.6% | +0.5% |
| 30D | -18.1% | -13.6% | -4.5% | -14.8% |
| 3M | -18.8% | +18.6% | -37.4% | -22.9% |
| 6M | -39.2% | +46.0% | -85.2% | -45.7% |
| YTD | -52.4% | +43.7% | -96.1% | -57.3% |
| 1Y | -40.3% | +39.2% | -79.5% | -46.3% |
| 3Y | -75.1% | +306.5% | -381.6% | -80.1% |
| All | -73.9% | +447.8% | -521.7% | -79.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling