-33.3%
LULU vs SYY
+4.9%
-38.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +2.0% | +0.2% |
| 7D | +1.8% | -8.8% | +10.6% | +3.7% |
| 30D | +19.4% | -2.9% | +22.3% | +20.4% |
| 3M | -9.5% | -10.7% | +1.1% | -7.6% |
| 6M | -14.2% | +4.0% | -18.1% | -13.3% |
| YTD | -46.2% | +4.3% | -50.5% | -45.7% |
| 1Y | -33.3% | +5.0% | -38.4% | -33.0% |
| All | -33.3% | +4.9% | -38.2% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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