-40.3%
LULU vs SWK
+20.3%
-60.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.1% | +2.2% |
| 7D | -1.6% | -7.5% | +5.9% | +1.8% |
| 30D | -18.1% | -12.5% | -5.6% | -13.2% |
| 3M | -18.8% | +8.3% | -27.1% | -22.6% |
| 6M | -39.2% | +23.4% | -62.6% | -46.0% |
| YTD | -52.4% | +23.8% | -76.2% | -57.6% |
| 1Y | -40.3% | +17.0% | -57.3% | -45.5% |
| All | -40.3% | +20.3% | -60.6% | -45.5% |
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