+377.2%
LULU vs SSNC
+1,034.4%
-657.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.4% | +1.3% |
| 7D | -1.6% | -4.0% | +2.4% | +0.3% |
| 30D | -18.1% | +0.5% | -18.6% | -18.3% |
| 3M | -18.8% | +18.9% | -37.7% | -25.5% |
| 6M | -39.2% | +10.8% | -50.0% | -42.5% |
| YTD | -52.4% | -7.1% | -45.2% | -51.0% |
| 1Y | -40.3% | -9.6% | -30.7% | -37.8% |
| 3Y | -75.1% | +51.1% | -126.2% | -79.9% |
| 5Y | -76.7% | +19.7% | -96.4% | -79.1% |
| 10Y | +52.7% | +172.3% | -119.6% | -6.6% |
| All | +377.2% | +1,034.4% | -657.2% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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