-73.1%
SMR vs LULU
-49.9%
-23.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -17.4% | +16.9% | +2.0% |
| 7D | +4.4% | -16.7% | +21.1% | +6.9% |
| 30D | +3.4% | -18.5% | +22.0% | +6.2% |
| 3M | -19.2% | -19.5% | +0.3% | -16.6% |
| 6M | -22.6% | -41.9% | +19.3% | -16.7% |
| YTD | -31.5% | -51.6% | +20.0% | -26.0% |
| 1Y | -73.1% | -51.2% | -21.9% | -70.6% |
| All | -73.1% | -49.9% | -23.2% | -70.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling