+50.0%
LULU vs SU
+267.2%
-217.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | -1.6% | +2.2% | -3.9% | -2.1% |
| 30D | -18.1% | +8.4% | -26.6% | -19.5% |
| 3M | -18.8% | +12.1% | -30.9% | -21.0% |
| 6M | -39.2% | +19.7% | -58.9% | -42.1% |
| YTD | -52.4% | +58.4% | -110.8% | -57.6% |
| 1Y | -40.3% | +67.2% | -107.5% | -47.6% |
| 3Y | -75.1% | +125.0% | -200.1% | -79.9% |
| 5Y | -76.7% | +355.1% | -431.8% | -84.4% |
| All | +50.0% | +267.2% | -217.3% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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