-67.1%
SE vs LULU
-76.9%
+9.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.5% | -2.4% |
| 7D | -5.2% | -1.6% | -3.6% | -4.4% |
| 30D | -17.1% | -18.1% | +1.0% | -9.6% |
| 3M | +24.0% | -18.8% | +42.8% | +35.0% |
| 6M | +21.0% | -39.2% | +60.2% | +52.1% |
| YTD | -16.7% | -52.4% | +35.7% | +18.9% |
| 1Y | -45.9% | -40.3% | -5.6% | -33.0% |
| 3Y | +177.8% | -75.1% | +252.9% | +400.6% |
| All | -67.1% | -76.9% | +9.8% | -44.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling