+50.0%
LULU vs STLA
+55.1%
-5.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.3% | -0.1% | +1.4% |
| 7D | -1.6% | -2.9% | +1.2% | -0.7% |
| 30D | -18.1% | +0.9% | -19.1% | -18.6% |
| 3M | -18.8% | -21.6% | +2.9% | -12.9% |
| 6M | -39.2% | -21.6% | -17.6% | -35.0% |
| YTD | -52.4% | -50.4% | -2.0% | -42.1% |
| 1Y | -40.3% | -43.6% | +3.3% | -31.0% |
| 3Y | -75.1% | -66.4% | -8.7% | -67.1% |
| 5Y | -76.7% | -62.3% | -14.4% | -71.2% |
| All | +50.0% | +55.1% | -5.1% | +36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling