+47.5%
LULU vs SW
+147.8%
-100.3%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | +1.3% | -18.6% | -17.6% |
| 7D | -16.7% | -5.1% | -11.6% | -16.1% |
| 30D | -18.5% | -4.6% | -14.0% | -18.0% |
| 3M | -19.5% | +9.4% | -28.8% | -20.8% |
| 6M | -41.9% | +3.5% | -45.4% | -42.6% |
| YTD | -51.6% | +22.0% | -73.6% | -53.3% |
| 1Y | -51.2% | +2.2% | -53.4% | -51.9% |
| 3Y | -75.1% | +19.6% | -94.7% | -76.2% |
| 5Y | -74.1% | -2.3% | -71.8% | -75.4% |
| All | +47.5% | +147.8% | -100.3% | +14.0% |
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