+618.6%
LULU vs SWK
+174.8%
+443.8%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | +0.9% | -18.3% | -17.9% |
| 7D | -16.7% | -0.4% | -16.3% | -16.6% |
| 30D | -18.5% | -5.7% | -12.8% | -15.9% |
| 3M | -19.5% | +24.1% | -43.5% | -29.8% |
| 6M | -41.9% | +24.7% | -66.6% | -49.9% |
| YTD | -51.6% | +33.9% | -85.5% | -60.1% |
| 1Y | -51.2% | +34.7% | -85.9% | -60.5% |
| 3Y | -75.1% | +15.3% | -90.4% | -79.3% |
| 5Y | -74.1% | -39.3% | -34.8% | -69.6% |
| 10Y | +46.7% | +2.5% | +44.2% | +1.1% |
| All | +618.6% | +174.8% | +443.8% | +79.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling