+15.4%
SOFI vs LULU
-76.9%
+92.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.5% | -0.5% |
| 7D | -4.9% | -1.6% | -3.3% | -4.2% |
| 30D | -3.5% | -18.1% | +14.7% | +5.3% |
| 3M | +3.9% | -18.8% | +22.7% | +13.5% |
| 6M | -6.5% | -39.2% | +32.7% | +18.3% |
| YTD | -33.8% | -52.4% | +18.5% | -5.1% |
| 1Y | -33.3% | -40.3% | +7.0% | -16.2% |
| 3Y | +94.6% | -75.1% | +169.7% | +267.8% |
| All | +15.4% | -76.9% | +92.3% | +121.5% |
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