+1,442.2%
SNPS vs LULU
+725.5%
+716.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.0% | -1.0% |
| 7D | -5.5% | -12.6% | +7.1% | -2.9% |
| 30D | -5.8% | -19.7% | +14.0% | -1.5% |
| 3M | -17.2% | -12.2% | -5.0% | -15.4% |
| 6M | -10.4% | -39.3% | +29.0% | -0.9% |
| YTD | -16.5% | -50.3% | +33.8% | -3.7% |
| 1Y | -35.6% | -38.6% | +3.0% | -29.3% |
| 3Y | -14.6% | -74.0% | +59.3% | +9.5% |
| 5Y | +16.5% | -72.9% | +89.4% | +45.8% |
| 10Y | +556.6% | +56.2% | +500.4% | +497.9% |
| All | +1,442.2% | +725.5% | +716.7% | +808.6% |
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 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