+82.7%
LULU vs SUI
+123.0%
-40.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.7% |
| 7D | -4.6% | -1.5% | -3.2% | -4.0% |
| 30D | +12.3% | +3.7% | +8.5% | +10.4% |
| 3M | -11.6% | -0.4% | -11.2% | -11.6% |
| 6M | -12.8% | -2.8% | -10.1% | -12.1% |
| YTD | -49.2% | -1.6% | -47.6% | -49.1% |
| 1Y | -37.7% | -2.1% | -35.7% | -37.6% |
| 3Y | -74.7% | +18.5% | -93.1% | -77.5% |
| 5Y | -76.7% | -26.5% | -50.1% | -74.2% |
| All | +82.7% | +123.0% | -40.3% | +24.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling