-40.1%
LULU vs SW
-0.4%
-39.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | +1.3% | -18.6% | -17.7% |
| 7D | -16.7% | -5.1% | -11.6% | -15.5% |
| 30D | -18.5% | -4.6% | -14.0% | -17.6% |
| 3M | -19.5% | +9.4% | -28.8% | -22.1% |
| 6M | -41.9% | +3.5% | -45.4% | -43.0% |
| YTD | -51.6% | +22.0% | -73.6% | -55.7% |
| All | -40.1% | -0.4% | -39.8% | -38.9% |
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