+94.6%
SOFI vs LULU
-75.0%
+169.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.5% | -0.2% |
| 7D | -4.9% | -1.6% | -3.3% | -4.3% |
| 30D | -3.5% | -18.1% | +14.7% | +3.4% |
| 3M | +3.9% | -18.8% | +22.7% | +11.4% |
| 6M | -6.5% | -39.2% | +32.7% | +12.4% |
| YTD | -33.8% | -52.4% | +18.5% | -12.5% |
| 1Y | -33.3% | -40.3% | +7.0% | -20.1% |
| 3Y | +94.6% | -75.1% | +169.7% | +214.2% |
| All | +94.6% | -75.0% | +169.6% | +214.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling