+54.9%
SCHD vs LULU
-75.0%
+130.0%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | +0.2% |
| 7D | -2.0% | -1.6% | -0.3% | -1.8% |
| 30D | -0.4% | -18.1% | +17.7% | +1.3% |
| 3M | +5.7% | -18.8% | +24.5% | +7.5% |
| 6M | +11.9% | -39.2% | +51.1% | +16.6% |
| YTD | +26.4% | -52.4% | +78.8% | +35.1% |
| 1Y | +27.6% | -40.3% | +67.9% | +32.6% |
| 3Y | +54.9% | -75.1% | +130.0% | +70.6% |
| All | +54.9% | -75.0% | +130.0% | +70.6% |
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 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