-51.2%
LULU vs SWK
+37.3%
-88.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | +0.9% | -18.3% | -17.7% |
| 7D | -16.7% | -0.4% | -16.3% | -16.6% |
| 30D | -18.5% | -5.7% | -12.8% | -16.8% |
| 3M | -19.5% | +24.1% | -43.5% | -26.5% |
| 6M | -41.9% | +24.7% | -66.6% | -47.4% |
| YTD | -51.6% | +33.9% | -85.5% | -56.6% |
| 1Y | -51.2% | +34.7% | -85.9% | -59.7% |
| All | -51.2% | +37.3% | -88.5% | -59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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