-36.7%
LULU vs SW
+25.9%
-62.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.4% |
| 7D | -4.1% | -2.6% | -1.5% | -3.4% |
| 30D | +13.5% | +7.2% | +6.3% | +11.3% |
| 3M | -14.5% | -10.5% | -4.0% | -12.2% |
| 6M | -15.0% | +9.9% | -24.8% | -18.0% |
| YTD | -48.3% | +17.2% | -65.5% | -51.3% |
| 1Y | -36.7% | +26.5% | -63.2% | -42.0% |
| All | -36.7% | +25.9% | -62.6% | -42.0% |
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 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