-51.2%
LULU vs SONY
-10.8%
-40.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -1.6% | -15.8% | -16.7% |
| 7D | -16.7% | -1.2% | -15.6% | -16.2% |
| 30D | -18.5% | +9.4% | -28.0% | -21.0% |
| 3M | -19.5% | +10.5% | -29.9% | -22.7% |
| 6M | -41.9% | +11.7% | -53.6% | -44.7% |
| YTD | -51.6% | -4.1% | -47.5% | -51.3% |
| 1Y | -51.2% | -11.8% | -39.4% | -49.1% |
| All | -51.2% | -10.8% | -40.4% | -49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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