+504.1%
SAP vs LULU
+745.2%
-241.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.8% | +0.1% |
| 7D | +0.6% | -4.6% | +5.3% | +1.6% |
| 30D | +6.5% | +12.3% | -5.8% | +3.8% |
| 3M | +12.2% | -11.6% | +23.9% | +14.4% |
| 6M | +46.1% | -12.8% | +58.9% | +49.2% |
| YTD | -1.6% | -49.2% | +47.5% | +12.2% |
| 1Y | -5.1% | -37.7% | +32.6% | +3.5% |
| 3Y | +68.4% | -74.7% | +143.0% | +113.1% |
| 5Y | +79.4% | -76.7% | +156.1% | +125.5% |
| 10Y | +230.5% | +82.7% | +147.8% | +169.7% |
| All | +504.1% | +745.2% | -241.1% | +189.6% |
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