-74.0%
LULU vs SWK
+14.2%
-88.2%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.6% | +6.2% | +4.1% |
| 7D | -12.6% | -0.7% | -11.8% | -12.4% |
| 30D | -19.7% | -9.7% | -10.0% | -16.4% |
| 3M | -12.2% | +19.5% | -31.7% | -19.3% |
| 6M | -39.3% | +26.0% | -65.4% | -45.7% |
| YTD | -50.3% | +29.1% | -79.4% | -56.0% |
| 1Y | -38.6% | +23.7% | -62.3% | -44.9% |
| 3Y | -74.0% | +15.3% | -89.3% | -76.3% |
| All | -74.0% | +14.2% | -88.2% | -76.3% |
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