-33.3%
LULU vs SNY
+1.8%
-35.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.2% |
| 7D | +1.8% | +8.8% | -7.0% | -1.5% |
| 30D | +19.4% | +18.6% | +0.8% | +12.1% |
| 3M | -9.5% | +9.7% | -19.2% | -12.8% |
| 6M | -14.2% | +8.2% | -22.3% | -17.2% |
| YTD | -46.2% | +2.2% | -48.4% | -47.3% |
| 1Y | -33.3% | +1.0% | -34.4% | -34.0% |
| All | -33.3% | +1.8% | -35.1% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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