+123.8%
STX vs LULU
-31.7%
+155.5%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +4.8% | -12.9% | -7.2% |
| 7D | -20.2% | +6.5% | -26.7% | -19.2% |
| 30D | -37.2% | +20.3% | -57.5% | -34.8% |
| 3M | -34.1% | -8.9% | -25.1% | -34.5% |
| 6M | -24.5% | -13.1% | -11.3% | -23.2% |
| YTD | +102.9% | -46.1% | +149.0% | +118.2% |
| 1Y | +123.8% | -30.3% | +154.0% | +93.6% |
| All | +123.8% | -31.7% | +155.5% | +93.6% |
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