+443.9%
SAP vs LULU
+725.5%
-281.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.6% | -4.2% | -2.2% |
| 7D | -0.3% | -12.6% | +12.3% | +2.2% |
| 30D | +2.6% | -19.7% | +22.3% | +6.9% |
| 3M | +16.3% | -12.2% | +28.5% | +19.0% |
| 6M | +6.4% | -39.3% | +45.7% | +17.2% |
| YTD | -11.4% | -50.3% | +38.9% | +1.7% |
| 1Y | -20.4% | -38.6% | +18.2% | -12.8% |
| 3Y | +56.5% | -74.0% | +130.5% | +97.1% |
| 5Y | +56.8% | -72.9% | +129.7% | +91.2% |
| 10Y | +176.2% | +56.2% | +120.0% | +132.5% |
| All | +443.9% | +725.5% | -281.6% | +162.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling