+597.0%
SE vs LULU
+67.8%
+529.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.5% | -0.1% |
| 7D | +0.6% | -12.6% | +13.2% | +6.1% |
| 30D | -0.1% | -19.7% | +19.7% | +9.4% |
| 3M | +34.1% | -12.2% | +46.4% | +40.1% |
| 6M | +23.2% | -39.3% | +62.6% | +53.1% |
| YTD | -11.2% | -50.3% | +39.2% | +21.4% |
| 1Y | -40.5% | -38.6% | -1.9% | -28.0% |
| 3Y | +196.3% | -74.0% | +270.3% | +401.8% |
| 5Y | -67.0% | -72.9% | +5.9% | -46.1% |
| All | +597.0% | +67.8% | +529.1% | +577.5% |
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