+3,397.5%
SMH vs LULU
+675.0%
+2,722.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.8% | +0.4% | -1.7% |
| 7D | +1.4% | -20.4% | +21.8% | +6.9% |
| 30D | -2.2% | -22.9% | +20.7% | +3.6% |
| 3M | -1.9% | -18.5% | +16.7% | +1.8% |
| 6M | +41.0% | -41.8% | +82.8% | +59.4% |
| YTD | +55.6% | -53.4% | +109.0% | +85.8% |
| 1Y | +86.8% | -40.9% | +127.7% | +108.0% |
| 3Y | +277.7% | -75.6% | +353.2% | +412.4% |
| 5Y | +324.2% | -77.2% | +401.4% | +477.3% |
| 10Y | +1,828.6% | +49.5% | +1,779.1% | +1,536.6% |
| All | +3,397.5% | +675.0% | +2,722.4% | +1,436.0% |
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 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