+59.1%
SO vs LULU
-77.2%
+136.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.2% | -0.6% |
| 7D | -1.1% | -20.4% | +19.3% | -1.0% |
| 30D | -3.7% | -22.9% | +19.1% | -3.6% |
| 3M | -5.9% | -18.5% | +12.6% | -5.8% |
| 6M | -7.3% | -41.8% | +34.5% | -7.0% |
| YTD | +3.1% | -53.4% | +56.5% | +3.9% |
| 1Y | -1.0% | -40.9% | +39.9% | -0.7% |
| 3Y | +43.2% | -75.6% | +118.8% | +46.7% |
| 5Y | +59.1% | -77.2% | +136.3% | +56.0% |
| All | +59.1% | -77.2% | +136.3% | +56.0% |
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