+655.9%
STM vs LULU
+53.6%
+602.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.6% | +0.7% |
| 7D | -1.4% | -1.6% | +0.2% | -0.8% |
| 30D | -4.9% | -18.1% | +13.2% | +1.3% |
| 3M | -34.0% | -18.8% | -15.2% | -30.0% |
| 6M | +51.8% | -39.2% | +91.0% | +78.8% |
| YTD | +99.4% | -52.4% | +151.7% | +159.8% |
| 1Y | +99.1% | -40.3% | +139.4% | +133.5% |
| 3Y | +19.5% | -75.1% | +94.6% | +92.1% |
| 5Y | +19.5% | -76.7% | +96.2% | +90.1% |
| All | +655.9% | +53.6% | +602.2% | +722.1% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling