-40.3%
LULU vs SU
+67.3%
-107.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.1% |
| 7D | -1.6% | +2.2% | -3.9% | -1.0% |
| 30D | -18.1% | +8.4% | -26.6% | -16.0% |
| 3M | -18.8% | +12.1% | -30.9% | -15.8% |
| 6M | -39.2% | +19.7% | -58.9% | -35.9% |
| YTD | -52.4% | +58.4% | -110.8% | -49.7% |
| 1Y | -40.3% | +67.2% | -107.5% | -38.3% |
| All | -40.3% | +67.3% | -107.6% | -38.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling