-77.1%
LULU vs SW
-2.3%
-74.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.3% |
| 7D | -4.6% | -2.9% | -1.7% | -4.1% |
| 30D | +12.3% | +5.0% | +7.3% | +11.3% |
| 3M | -11.6% | -13.7% | +2.0% | -9.2% |
| 6M | -12.8% | +8.0% | -20.9% | -14.5% |
| YTD | -49.2% | +14.0% | -63.1% | -50.8% |
| 1Y | -37.7% | +25.6% | -63.3% | -40.9% |
| 3Y | -74.7% | +40.1% | -114.8% | -76.2% |
| All | -77.1% | -2.3% | -74.8% | -78.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling