+50.0%
LULU vs STT
+271.9%
-222.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +1.7% |
| 7D | -1.6% | -0.4% | -1.2% | -1.5% |
| 30D | -18.1% | +1.7% | -19.8% | -18.7% |
| 3M | -18.8% | +17.9% | -36.7% | -24.3% |
| 6M | -39.2% | +55.3% | -94.5% | -49.1% |
| YTD | -52.4% | +52.7% | -105.0% | -59.9% |
| 1Y | -40.3% | +75.7% | -116.0% | -52.5% |
| 3Y | -75.1% | +197.9% | -273.0% | -83.9% |
| 5Y | -76.7% | +158.8% | -235.5% | -84.7% |
| All | +50.0% | +271.9% | -222.0% | -17.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling