-18.8%
SAP vs LULU
-40.9%
+22.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.8% | +1.3% | -0.5% |
| 7D | -5.1% | -20.4% | +15.3% | +2.1% |
| 30D | -1.8% | -22.9% | +21.1% | +6.9% |
| 3M | +20.9% | -18.5% | +39.5% | +28.3% |
| 6M | +7.0% | -41.8% | +48.8% | +28.1% |
| YTD | -13.7% | -53.4% | +39.6% | +10.4% |
| All | -18.8% | -40.9% | +22.1% | -3.9% |
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