-76.7%
LULU vs SNY
+9.4%
-86.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.0% | +2.1% |
| 7D | -1.6% | -3.3% | +1.7% | -1.1% |
| 30D | -18.1% | -2.2% | -16.0% | -17.8% |
| 3M | -18.8% | -3.0% | -15.7% | -18.4% |
| 6M | -39.2% | +2.7% | -41.9% | -39.5% |
| YTD | -52.4% | -6.8% | -45.5% | -51.9% |
| 1Y | -40.3% | -5.3% | -35.0% | -39.9% |
| 3Y | -75.1% | -9.8% | -65.3% | -75.0% |
| All | -76.7% | +9.4% | -86.2% | -78.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling