+637.1%
LULU vs STT
+332.4%
+304.6%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +3.1% |
| 7D | -12.6% | +2.2% | -14.7% | -13.3% |
| 30D | -19.7% | +3.9% | -23.6% | -21.1% |
| 3M | -12.2% | +19.2% | -31.4% | -18.7% |
| 6M | -39.3% | +60.4% | -99.7% | -50.2% |
| YTD | -50.3% | +51.5% | -101.8% | -58.3% |
| 1Y | -38.6% | +76.3% | -114.9% | -51.6% |
| 3Y | -74.0% | +200.7% | -274.7% | -83.6% |
| 5Y | -72.9% | +157.5% | -230.4% | -82.3% |
| 10Y | +56.2% | +262.0% | -205.8% | -18.9% |
| All | +637.1% | +332.4% | +304.6% | +168.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling