+68.5%
STRL vs LULU
-49.9%
+118.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -17.4% | +23.1% | +5.5% |
| 7D | +3.4% | -16.7% | +20.1% | +3.1% |
| 30D | -9.2% | -18.5% | +9.3% | -9.2% |
| 3M | -51.0% | -19.5% | -31.6% | -50.4% |
| 6M | +15.8% | -41.9% | +57.7% | +20.6% |
| YTD | +58.9% | -51.6% | +110.4% | +67.8% |
| 1Y | +68.5% | -51.2% | +119.7% | +75.6% |
| All | +68.5% | -49.9% | +118.4% | +75.6% |
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