+19.5%
SNPS vs LULU
-77.2%
+96.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.8% | +3.9% | +2.0% |
| 7D | -4.6% | -20.4% | +15.8% | +2.5% |
| 30D | -3.3% | -22.9% | +19.5% | +4.6% |
| 3M | -13.8% | -18.5% | +4.8% | -8.8% |
| 6M | -8.2% | -41.8% | +33.6% | +8.6% |
| YTD | -15.4% | -53.4% | +37.9% | +7.7% |
| 1Y | +2.4% | -40.9% | +43.3% | +19.0% |
| 3Y | -13.5% | -75.6% | +62.1% | +29.7% |
| 5Y | +19.5% | -77.2% | +96.7% | +84.1% |
| All | +19.5% | -77.2% | +96.6% | +84.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling