+7.5%
SMR vs LULU
-68.9%
+76.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.4% | +0.1% | -2.5% |
| 7D | +13.1% | -16.9% | +30.0% | +17.9% |
| 30D | +17.8% | -22.0% | +39.7% | +24.4% |
| 3M | +8.1% | -17.8% | +25.9% | +12.4% |
| 6M | -11.1% | -41.3% | +30.2% | +0.6% |
| YTD | -23.7% | -52.0% | +28.3% | -9.5% |
| 1Y | -69.4% | -39.8% | -29.6% | -66.1% |
| 3Y | +82.6% | -74.8% | +157.4% | +145.6% |
| All | +7.5% | -68.9% | +76.4% | +34.8% |
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