+606.9%
LULU vs SYY
+379.2%
+227.7%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +1.6% |
| 7D | -1.6% | +3.9% | -5.6% | -3.7% |
| 30D | -18.1% | -1.7% | -16.4% | -17.3% |
| 3M | -18.8% | +5.2% | -23.9% | -20.9% |
| 6M | -39.2% | -0.2% | -39.0% | -39.9% |
| YTD | -52.4% | +15.4% | -67.7% | -57.0% |
| 1Y | -40.3% | +5.6% | -45.9% | -43.4% |
| 3Y | -75.1% | +28.9% | -104.0% | -79.3% |
| 5Y | -76.7% | +24.1% | -100.8% | -80.3% |
| 10Y | +52.7% | +116.2% | -63.5% | -27.7% |
| All | +606.9% | +379.2% | +227.7% | +38.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling