+410.1%
LULU vs STLA
+246.1%
+163.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.9% | -1.5% | -3.0% |
| 7D | -16.9% | +0.4% | -17.3% | -17.1% |
| 30D | -22.0% | -5.2% | -16.8% | -21.2% |
| 3M | -17.8% | -24.9% | +7.0% | -13.3% |
| 6M | -41.3% | -25.2% | -16.1% | -38.0% |
| YTD | -52.0% | -51.4% | -0.6% | -45.2% |
| 1Y | -39.8% | -40.7% | +0.9% | -34.4% |
| 3Y | -74.8% | -66.3% | -8.6% | -69.8% |
| 5Y | -76.3% | -63.2% | -13.1% | -72.4% |
| 10Y | +53.9% | +48.7% | +5.2% | +50.1% |
| All | +410.1% | +246.1% | +163.9% | +421.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling