-4.6%
STM vs LULU
-76.8%
+72.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.6% | +0.2% |
| 7D | +12.0% | -4.6% | +16.6% | +13.9% |
| 30D | -0.4% | +12.3% | -12.6% | -5.1% |
| 3M | -13.2% | -11.6% | -1.5% | -11.1% |
| 6M | -26.1% | -12.8% | -13.2% | -24.5% |
| YTD | +81.2% | -49.2% | +130.3% | +128.2% |
| 1Y | +98.3% | -37.7% | +136.0% | +126.8% |
| 3Y | +16.7% | -74.7% | +91.4% | +85.1% |
| All | -4.6% | -76.8% | +72.3% | +48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling