+52.0%
SNOW vs LULU
-49.9%
+101.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -17.4% | +12.0% | -0.9% |
| 7D | +2.8% | -16.7% | +19.5% | +7.6% |
| 30D | +6.4% | -18.5% | +25.0% | +11.9% |
| 3M | +38.1% | -19.5% | +57.5% | +44.9% |
| 6M | +100.4% | -41.9% | +142.3% | +125.3% |
| YTD | +53.7% | -51.6% | +105.3% | +76.2% |
| 1Y | +52.0% | -51.2% | +103.1% | +71.5% |
| All | +52.0% | -49.9% | +101.9% | +71.5% |
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