-45.9%
SE vs LULU
-39.6%
-6.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.5% | -1.9% |
| 7D | -5.2% | -1.6% | -3.6% | -4.8% |
| 30D | -17.1% | -18.1% | +1.0% | -13.1% |
| 3M | +24.0% | -18.8% | +42.8% | +29.6% |
| 6M | +21.0% | -39.2% | +60.2% | +36.9% |
| YTD | -16.7% | -52.4% | +35.7% | 0.0% |
| 1Y | -45.9% | -40.3% | -5.6% | -38.4% |
| All | -45.9% | -39.6% | -6.3% | -38.4% |
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