-30.3%
LULU vs SUI
+1.6%
-31.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +5.2% | -0.4% | +2.9% |
| 7D | +6.5% | +10.0% | -3.5% | +3.0% |
| 30D | +20.3% | +8.4% | +11.9% | +16.8% |
| 3M | -8.9% | +0.7% | -9.6% | -9.8% |
| 6M | -13.1% | -0.9% | -12.2% | -14.1% |
| YTD | -46.1% | +0.6% | -46.7% | -46.2% |
| 1Y | -30.3% | +0.8% | -31.0% | -29.4% |
| All | -30.3% | +1.6% | -31.9% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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