+42.0%
SOFI vs LULU
-71.9%
+113.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.4% |
| 3M | +3.9% | -18.8% | +22.7% | +13.5% |
| 6M | -6.5% | -39.2% | +32.7% | +18.5% |
| YTD | -33.8% | -52.4% | +18.5% | -4.9% |
| 1Y | -33.3% | -40.3% | +7.0% | -16.0% |
| 3Y | +94.6% | -75.1% | +169.7% | +269.2% |
| 5Y | +13.3% | -76.7% | +90.0% | +112.4% |
| All | +42.0% | -71.9% | +113.8% | +128.0% |
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 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