-48.8%
SE vs LULU
-31.7%
-17.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +4.8% | -0.3% | +3.2% |
| 7D | +6.7% | +6.5% | +0.2% | +5.0% |
| 30D | -17.2% | +20.3% | -37.5% | -21.2% |
| 3M | -28.0% | -8.9% | -19.1% | -26.8% |
| 6M | -6.1% | -13.1% | +7.0% | -3.4% |
| YTD | -37.1% | -46.1% | +8.9% | -27.8% |
| 1Y | -48.8% | -30.3% | -18.5% | -44.9% |
| All | -48.8% | -31.7% | -17.1% | -44.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling