+596.3%
SCHW vs LULU
+675.0%
-78.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.8% | +3.6% | +1.5% |
| 7D | -2.8% | -20.4% | +17.7% | +2.9% |
| 30D | -0.1% | -22.9% | +22.8% | +6.6% |
| 3M | +20.6% | -18.5% | +39.1% | +26.2% |
| 6M | +15.9% | -41.8% | +57.7% | +32.0% |
| YTD | +8.5% | -53.4% | +61.9% | +30.9% |
| 1Y | +17.8% | -40.9% | +58.7% | +32.1% |
| 3Y | +88.5% | -75.6% | +164.1% | +156.7% |
| 5Y | +60.6% | -77.2% | +137.9% | +115.4% |
| 10Y | +298.0% | +49.5% | +248.5% | +179.1% |
| All | +596.3% | +675.0% | -78.8% | +87.5% |
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