-40.3%
LULU vs SNY
-4.5%
-35.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.0% | +2.1% |
| 7D | -1.6% | -3.3% | +1.7% | -0.7% |
| 30D | -18.1% | -2.2% | -16.0% | -17.6% |
| 3M | -18.8% | -3.0% | -15.7% | -18.2% |
| 6M | -39.2% | +2.7% | -41.9% | -39.9% |
| YTD | -52.4% | -6.8% | -45.5% | -51.6% |
| 1Y | -40.3% | -5.3% | -35.0% | -39.7% |
| All | -40.3% | -4.5% | -35.8% | -39.7% |
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