+398.3%
STM vs LULU
+704.9%
-306.6%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -17.4% | +19.2% | +7.4% |
| 7D | +5.8% | -16.7% | +22.5% | +11.3% |
| 30D | -1.0% | -18.5% | +17.5% | +4.5% |
| 3M | -33.3% | -19.5% | -13.8% | -29.6% |
| 6M | +57.4% | -41.9% | +99.3% | +82.1% |
| YTD | +102.2% | -51.6% | +153.8% | +147.7% |
| 1Y | +99.6% | -51.2% | +150.8% | +140.7% |
| 3Y | +14.5% | -75.1% | +89.6% | +67.0% |
| 5Y | +21.4% | -74.1% | +95.5% | +71.1% |
| 10Y | +695.0% | +46.7% | +648.2% | +565.5% |
| All | +398.3% | +704.9% | -306.6% | +92.7% |
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 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