-76.7%
LULU vs SU
+348.9%
-425.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | -1.6% | +2.2% | -3.9% | -2.0% |
| 30D | -18.1% | +8.4% | -26.6% | -19.3% |
| 3M | -18.8% | +12.1% | -30.9% | -20.6% |
| 6M | -39.2% | +19.7% | -58.9% | -41.8% |
| YTD | -52.4% | +58.4% | -110.8% | -57.4% |
| 1Y | -40.3% | +67.2% | -107.5% | -47.3% |
| 3Y | -75.1% | +125.0% | -200.1% | -79.7% |
| All | -76.7% | +348.9% | -425.6% | -83.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling