-75.5%
SMR vs LULU
-39.6%
-35.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +2.2% | -17.8% | -16.0% |
| 7D | -11.2% | -1.6% | -9.6% | -10.9% |
| 30D | -10.2% | -18.1% | +7.9% | -8.0% |
| 3M | -10.0% | -18.8% | +8.7% | -7.6% |
| 6M | -30.5% | -39.2% | +8.8% | -25.6% |
| YTD | -39.2% | -52.4% | +13.1% | -36.0% |
| 1Y | -75.5% | -40.3% | -35.2% | -74.4% |
| All | -75.5% | -39.6% | -35.9% | -74.4% |
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