+514.7%
SO vs LULU
+725.5%
-210.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | +0.8% |
| 7D | +1.0% | -12.6% | +13.6% | +1.8% |
| 30D | -3.2% | -19.7% | +16.5% | -2.0% |
| 3M | -1.7% | -12.2% | +10.5% | -1.1% |
| 6M | -7.2% | -39.3% | +32.2% | -4.7% |
| YTD | +4.6% | -50.3% | +54.9% | +8.7% |
| 1Y | +1.2% | -38.6% | +39.8% | +3.6% |
| 3Y | +45.3% | -74.0% | +119.2% | +55.3% |
| 5Y | +58.7% | -72.9% | +131.6% | +67.1% |
| 10Y | +155.9% | +56.2% | +99.7% | +136.2% |
| All | +514.7% | +725.5% | -210.8% | +329.6% |
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