-75.1%
LULU vs SOXQ
+232.9%
-308.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.8% | +0.4% | +1.7% |
| 7D | -1.6% | +0.8% | -2.4% | -1.8% |
| 30D | -18.1% | -4.6% | -13.5% | -17.4% |
| 3M | -18.8% | -10.2% | -8.6% | -18.2% |
| 6M | -39.2% | +49.7% | -88.9% | -49.8% |
| YTD | -52.4% | +67.2% | -119.6% | -62.5% |
| 1Y | -40.3% | +98.0% | -138.3% | -56.5% |
| 3Y | -75.1% | +237.2% | -312.3% | -86.3% |
| All | -75.1% | +232.9% | -308.0% | -86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 3y: compounded portfolio wealth divided by compounded SOXQ 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…
3y analysis · Full analysis span regression · 6 months rolling