-73.3%
LULU vs SWK
+54.4%
-127.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.3% |
| 7D | +3.2% | +11.3% | -8.1% | -1.6% |
| 30D | +16.8% | +31.5% | -14.7% | +3.9% |
| 3M | -13.6% | +14.4% | -28.1% | -18.8% |
| 6M | -15.9% | +46.4% | -62.3% | -29.2% |
| YTD | -46.9% | +61.6% | -108.5% | -57.3% |
| 1Y | -35.2% | +78.7% | -113.9% | -50.2% |
| 3Y | -73.3% | +54.4% | -127.7% | -79.3% |
| All | -73.3% | +54.4% | -127.7% | -79.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling