+698.2%
LULU vs SW
+722.5%
-24.3%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | +0.1% | -0.8% |
| 7D | +3.3% | +2.3% | +1.0% | +3.1% |
| 30D | +20.6% | +6.8% | +13.8% | +19.9% |
| 3M | -11.2% | -5.2% | -6.0% | -10.8% |
| 6M | -16.1% | +7.4% | -23.5% | -16.8% |
| YTD | -46.7% | +17.4% | -64.1% | -47.6% |
| 1Y | -32.3% | +27.1% | -59.4% | -33.9% |
| 3Y | -72.8% | +47.9% | -120.7% | -73.8% |
| 5Y | -76.3% | -2.6% | -73.8% | -77.0% |
| 10Y | +98.4% | +182.7% | -84.3% | +79.9% |
| All | +698.2% | +722.5% | -24.3% | +641.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling