-76.3%
LULU vs SUI
-33.5%
-42.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.4% | -2.0% | -2.8% |
| 7D | -16.9% | -4.3% | -12.7% | -15.5% |
| 30D | -22.0% | -2.1% | -19.8% | -21.4% |
| 3M | -17.8% | -6.1% | -11.7% | -16.0% |
| 6M | -41.3% | -12.8% | -28.5% | -38.3% |
| YTD | -52.0% | -4.6% | -47.4% | -51.4% |
| 1Y | -39.8% | -7.7% | -32.1% | -38.3% |
| 3Y | -74.8% | +10.9% | -85.8% | -77.1% |
| 5Y | -76.3% | -32.4% | -43.9% | -72.4% |
| All | -76.3% | -33.5% | -42.8% | -72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling