+346.5%
STM vs LULU
+745.2%
-398.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.6% | +0.2% |
| 7D | +12.0% | -4.6% | +16.6% | +13.6% |
| 30D | -0.4% | +12.3% | -12.6% | -4.5% |
| 3M | -13.2% | -11.6% | -1.5% | -11.4% |
| 6M | -26.1% | -12.8% | -13.2% | -24.8% |
| YTD | +81.2% | -49.2% | +130.3% | +116.8% |
| 1Y | +98.3% | -37.7% | +136.0% | +121.2% |
| 3Y | +16.7% | -74.7% | +91.4% | +68.3% |
| 5Y | -4.8% | -76.7% | +71.8% | +37.6% |
| 10Y | +468.8% | +82.7% | +386.1% | +344.5% |
| All | +346.5% | +745.2% | -398.7% | +68.7% |
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