+68.4%
SAP vs LULU
-74.3%
+142.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.8% | +0.1% |
| 7D | +0.6% | -4.6% | +5.3% | +1.7% |
| 30D | +6.5% | +12.3% | -5.8% | +3.7% |
| 3M | +12.2% | -11.6% | +23.9% | +14.4% |
| 6M | +46.1% | -12.8% | +58.9% | +49.1% |
| YTD | -1.6% | -49.2% | +47.5% | +10.7% |
| 1Y | -5.1% | -37.7% | +32.6% | +3.3% |
| 3Y | +68.4% | -74.7% | +143.0% | +106.3% |
| All | +68.4% | -74.3% | +142.6% | +106.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling