-30.3%
LULU vs SW
+29.5%
-59.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.1% | +0.7% | +3.6% |
| 7D | +6.5% | +12.1% | -5.5% | +3.2% |
| 30D | +20.3% | +6.6% | +13.8% | +18.1% |
| 3M | -8.9% | -6.0% | -2.9% | -7.9% |
| 6M | -13.1% | +21.5% | -34.6% | -18.2% |
| YTD | -46.1% | +20.3% | -66.4% | -49.4% |
| 1Y | -30.3% | +28.1% | -58.4% | -35.9% |
| All | -30.3% | +29.5% | -59.8% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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