-75.0%
LULU vs SW
+19.6%
-94.6%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | +1.3% | -18.6% | -17.7% |
| 7D | -16.7% | -5.1% | -11.6% | -15.6% |
| 30D | -18.5% | -4.6% | -14.0% | -17.7% |
| 3M | -19.5% | +9.4% | -28.8% | -21.8% |
| 6M | -41.9% | +3.5% | -45.4% | -43.1% |
| YTD | -51.6% | +22.0% | -73.6% | -54.8% |
| 1Y | -51.2% | +2.2% | -53.4% | -52.5% |
| All | -75.0% | +19.6% | -94.6% | -77.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling