+171.9%
SAP vs LULU
+53.6%
+118.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.4% |
| 7D | -4.1% | -1.6% | -2.4% | -3.7% |
| 30D | +1.1% | -18.1% | +19.2% | +5.7% |
| 3M | +26.1% | -18.8% | +44.9% | +32.2% |
| 6M | +9.8% | -39.2% | +49.0% | +23.2% |
| YTD | -13.6% | -52.4% | +38.8% | +2.9% |
| 1Y | -18.7% | -40.3% | +21.6% | -8.7% |
| 3Y | +54.1% | -75.1% | +129.2% | +104.8% |
| 5Y | +54.7% | -76.7% | +131.5% | +102.2% |
| All | +171.9% | +53.6% | +118.3% | +185.8% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling