-76.7%
LULU vs STT
+155.2%
-231.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +1.7% |
| 7D | -1.6% | -0.4% | -1.2% | -1.4% |
| 30D | -18.1% | +1.7% | -19.8% | -18.8% |
| 3M | -18.8% | +17.9% | -36.7% | -25.3% |
| 6M | -39.2% | +55.3% | -94.5% | -51.0% |
| YTD | -52.4% | +52.7% | -105.0% | -61.3% |
| 1Y | -40.3% | +75.7% | -116.0% | -54.7% |
| 3Y | -75.1% | +197.9% | -273.0% | -85.3% |
| All | -76.7% | +155.2% | -231.9% | -86.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling