+644.6%
STM vs LULU
+50.4%
+594.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.8% | +1.3% | -0.4% |
| 7D | -1.1% | -20.4% | +19.4% | +7.1% |
| 30D | -7.8% | -22.9% | +15.1% | +0.6% |
| 3M | -28.2% | -18.5% | -9.7% | -23.9% |
| 6M | +52.0% | -41.8% | +93.8% | +82.2% |
| YTD | +96.4% | -53.4% | +149.8% | +158.0% |
| 1Y | +98.8% | -40.9% | +139.7% | +134.1% |
| 3Y | +18.3% | -75.6% | +93.8% | +91.6% |
| 5Y | +17.7% | -77.2% | +94.9% | +88.9% |
| All | +644.6% | +50.4% | +594.2% | +716.7% |
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