-76.3%
LULU vs SWK
-41.4%
-34.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.3% | -1.1% | -2.4% |
| 7D | -16.9% | -4.6% | -12.4% | -15.4% |
| 30D | -22.0% | -9.9% | -12.1% | -18.6% |
| 3M | -17.8% | +15.4% | -33.3% | -23.4% |
| 6M | -41.3% | +25.0% | -66.2% | -47.3% |
| YTD | -52.0% | +27.2% | -79.2% | -57.3% |
| 1Y | -39.8% | +24.6% | -64.4% | -46.2% |
| 3Y | -74.8% | +13.7% | -88.5% | -77.7% |
| 5Y | -76.3% | -41.5% | -34.8% | -74.5% |
| All | -76.3% | -41.4% | -34.9% | -74.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling