+553.6%
SCHD vs LULU
+97.7%
+455.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | +0.1% |
| 7D | -2.0% | -1.6% | -0.3% | -1.7% |
| 30D | -0.4% | -18.1% | +17.7% | +2.2% |
| 3M | +5.7% | -18.8% | +24.5% | +8.4% |
| 6M | +11.9% | -39.2% | +51.1% | +19.1% |
| YTD | +26.4% | -52.4% | +78.8% | +39.3% |
| 1Y | +27.6% | -40.3% | +67.9% | +35.4% |
| 3Y | +54.9% | -75.1% | +130.0% | +82.6% |
| 5Y | +60.9% | -76.7% | +137.7% | +87.4% |
| 10Y | +243.4% | +52.7% | +190.7% | +209.6% |
| All | +553.6% | +97.7% | +455.9% | +438.7% |
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