+118.2%
SRE vs LULU
+53.6%
+64.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -2.9% | -1.0% |
| 7D | -0.8% | -1.6% | +0.8% | -0.7% |
| 30D | -3.0% | -18.1% | +15.1% | -1.2% |
| 3M | -8.3% | -18.8% | +10.5% | -6.6% |
| 6M | -8.9% | -39.2% | +30.3% | -4.5% |
| YTD | -4.3% | -52.4% | +48.1% | +3.2% |
| 1Y | +2.7% | -40.3% | +43.0% | +7.5% |
| 3Y | +28.7% | -75.1% | +103.8% | +46.3% |
| 5Y | +47.1% | -76.7% | +123.9% | +65.8% |
| All | +118.2% | +53.6% | +64.6% | +122.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling