-75.1%
LULU vs STZ
-49.6%
-25.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.4% |
| 7D | -1.6% | -4.5% | +2.8% | -0.6% |
| 30D | -18.1% | -8.6% | -9.5% | -16.3% |
| 3M | -18.8% | -13.8% | -5.0% | -15.8% |
| 6M | -39.2% | -17.2% | -22.1% | -36.5% |
| YTD | -52.4% | -9.4% | -43.0% | -51.9% |
| 1Y | -40.3% | -11.9% | -28.4% | -39.5% |
| 3Y | -75.1% | -49.6% | -25.5% | -71.3% |
| All | -75.1% | -49.6% | -25.5% | -71.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling