-51.2%
LULU vs STT
+75.3%
-126.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | +0.2% | -17.5% | -17.5% |
| 7D | -16.7% | +0.5% | -17.2% | -16.9% |
| 30D | -18.5% | +3.9% | -22.4% | -20.1% |
| 3M | -19.5% | +20.0% | -39.4% | -27.4% |
| 6M | -41.9% | +55.3% | -97.2% | -55.5% |
| YTD | -51.6% | +53.3% | -104.9% | -62.8% |
| 1Y | -51.2% | +74.7% | -125.9% | -66.7% |
| All | -51.2% | +75.3% | -126.5% | -66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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