-40.3%
LULU vs STZ
-11.8%
-28.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.4% |
| 7D | -1.6% | -4.5% | +2.8% | -0.7% |
| 30D | -18.1% | -8.6% | -9.5% | -16.4% |
| 3M | -18.8% | -13.8% | -5.0% | -16.3% |
| 6M | -39.2% | -17.2% | -22.1% | -37.0% |
| YTD | -52.4% | -9.4% | -43.0% | -53.0% |
| 1Y | -40.3% | -11.9% | -28.4% | -41.2% |
| All | -40.3% | -11.8% | -28.5% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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