+181.6%
SE vs LULU
-75.6%
+257.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.2% |
| 7D | -4.8% | -20.4% | +15.7% | +0.4% |
| 30D | -18.1% | -22.9% | +4.8% | -13.1% |
| 3M | +30.6% | -18.5% | +49.2% | +36.4% |
| 6M | +20.8% | -41.8% | +62.6% | +36.8% |
| YTD | -15.6% | -53.4% | +37.8% | +0.7% |
| 1Y | -44.2% | -40.9% | -3.3% | -37.4% |
| All | +181.6% | -75.6% | +257.2% | +255.1% |
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