+370.4%
SLV vs LULU
+725.5%
-355.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.3% | -0.9% |
| 7D | +2.5% | -12.6% | +15.1% | +3.4% |
| 30D | +3.3% | -19.7% | +23.0% | +4.8% |
| 3M | -3.6% | -12.2% | +8.6% | -2.9% |
| 6M | -21.8% | -39.3% | +17.5% | -19.1% |
| YTD | -7.8% | -50.3% | +42.5% | -3.4% |
| 1Y | +58.3% | -38.6% | +96.9% | +63.0% |
| 3Y | +182.6% | -74.0% | +256.5% | +205.9% |
| 5Y | +167.8% | -72.9% | +240.7% | +185.4% |
| 10Y | +218.9% | +56.2% | +162.7% | +196.8% |
| All | +370.4% | +725.5% | -355.1% | +238.8% |
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