+153.1%
SO vs LULU
+53.6%
+99.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.8% | -0.8% |
| 7D | -1.1% | -1.6% | +0.6% | -1.0% |
| 30D | -5.0% | -18.1% | +13.1% | -4.0% |
| 3M | -5.8% | -18.8% | +13.0% | -4.8% |
| 6M | -7.9% | -39.2% | +31.3% | -5.5% |
| YTD | +2.4% | -52.4% | +54.8% | +6.9% |
| 1Y | -2.3% | -40.3% | +38.0% | +0.2% |
| 3Y | +41.9% | -75.1% | +117.0% | +53.4% |
| 5Y | +58.1% | -76.7% | +134.8% | +69.7% |
| All | +153.1% | +53.6% | +99.5% | +150.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling