+469.0%
SRE vs LULU
+675.0%
-206.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.7% | -0.8% |
| 7D | -0.7% | -20.4% | +19.8% | +1.9% |
| 30D | -1.7% | -22.9% | +21.1% | +1.1% |
| 3M | -7.1% | -18.5% | +11.5% | -5.2% |
| 6M | -8.4% | -41.8% | +33.4% | -3.0% |
| YTD | -3.5% | -53.4% | +49.9% | +4.8% |
| 1Y | +5.4% | -40.9% | +46.3% | +10.8% |
| 3Y | +29.5% | -75.6% | +105.1% | +48.5% |
| 5Y | +48.3% | -77.2% | +125.5% | +68.1% |
| 10Y | +123.5% | +49.5% | +73.9% | +92.1% |
| All | +469.0% | +675.0% | -206.1% | +179.3% |
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