+96.1%
STM vs LULU
-40.9%
+137.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.8% | +1.3% | -1.3% |
| 7D | -1.1% | -20.4% | +19.4% | +1.0% |
| 30D | -7.8% | -22.9% | +15.1% | -5.4% |
| 3M | -28.2% | -18.5% | -9.7% | -26.8% |
| 6M | +52.0% | -41.8% | +93.8% | +65.1% |
| YTD | +96.4% | -53.4% | +149.8% | +130.5% |
| All | +96.1% | -40.9% | +137.0% | +103.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling