-19.5%
SAP vs LULU
-49.9%
+30.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -17.4% | +16.5% | +4.5% |
| 7D | -2.9% | -16.7% | +13.8% | +2.1% |
| 30D | +9.0% | -18.5% | +27.6% | +15.4% |
| 3M | +14.9% | -19.5% | +34.4% | +21.4% |
| 6M | +11.9% | -41.9% | +53.8% | +30.0% |
| YTD | -9.9% | -51.6% | +41.7% | +8.5% |
| 1Y | -19.5% | -51.2% | +31.6% | -4.7% |
| All | -19.5% | -49.9% | +30.4% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LULU.
Daily Out/Under-Performance
Portfolio return minus LULU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LULU 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 LULU 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