+80.6%
LULU vs SW
+179.5%
-98.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -0.9% | -2.5% |
| 7D | -6.5% | -3.0% | -3.6% | -6.1% |
| 30D | +10.7% | +4.2% | +6.6% | +10.1% |
| 3M | -13.6% | -11.5% | -2.1% | -12.0% |
| 6M | -16.5% | +8.6% | -25.1% | -17.8% |
| YTD | -49.7% | +15.0% | -64.7% | -51.1% |
| 1Y | -38.9% | +25.7% | -64.5% | -41.3% |
| 3Y | -74.7% | +44.8% | -119.6% | -76.2% |
| 5Y | -76.9% | -1.7% | -75.2% | -78.0% |
| All | +80.6% | +179.5% | -98.9% | +17.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling