+606.9%
LULU vs SNY
+128.1%
+478.9%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.0% | +2.1% |
| 7D | -1.6% | -3.3% | +1.7% | -0.2% |
| 30D | -18.1% | -2.2% | -16.0% | -17.4% |
| 3M | -18.8% | -3.0% | -15.7% | -17.8% |
| 6M | -39.2% | +2.7% | -41.9% | -40.2% |
| YTD | -52.4% | -6.8% | -45.5% | -51.2% |
| 1Y | -40.3% | -5.3% | -35.0% | -39.5% |
| 3Y | -75.1% | -9.8% | -65.3% | -75.5% |
| 5Y | -76.7% | +9.7% | -86.4% | -79.7% |
| 10Y | +52.7% | +64.5% | -11.8% | +2.9% |
| All | +606.9% | +128.1% | +478.9% | +202.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling