+282.9%
SMH vs LULU
-75.0%
+358.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.7% | +1.1% |
| 7D | +0.3% | -1.6% | +1.9% | +0.6% |
| 30D | -2.8% | -18.1% | +15.3% | +0.3% |
| 3M | -6.7% | -18.8% | +12.1% | -4.0% |
| 6M | +41.8% | -39.2% | +81.0% | +55.7% |
| YTD | +57.9% | -52.4% | +110.2% | +83.2% |
| 1Y | +87.6% | -40.3% | +127.9% | +104.1% |
| 3Y | +282.9% | -75.1% | +358.0% | +377.1% |
| All | +282.9% | -75.0% | +358.0% | +377.1% |
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