+171.3%
SAP vs LULU
+50.4%
+121.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.8% | +1.3% | -0.8% |
| 7D | -5.1% | -20.4% | +15.3% | +0.1% |
| 30D | -1.8% | -22.9% | +21.1% | +4.3% |
| 3M | +20.9% | -18.5% | +39.5% | +26.7% |
| 6M | +7.0% | -41.8% | +48.8% | +21.4% |
| YTD | -13.7% | -53.4% | +39.6% | +3.3% |
| 1Y | -19.6% | -40.9% | +21.3% | -9.4% |
| 3Y | +52.4% | -75.6% | +128.0% | +103.5% |
| 5Y | +54.4% | -77.2% | +131.7% | +102.9% |
| All | +171.3% | +50.4% | +121.0% | +186.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling