+54.5%
SAP vs LULU
-76.9%
+131.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +23.1% |
| YTD | -13.6% | -52.4% | +38.8% | +2.6% |
| 1Y | -18.7% | -40.3% | +21.6% | -8.7% |
| 3Y | +54.1% | -75.1% | +129.2% | +103.8% |
| All | +54.5% | -76.9% | +131.4% | +94.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling