+42.3%
SWKS vs LULU
+52.0%
-9.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.4% | +4.9% | +2.8% |
| 7D | +6.8% | -16.9% | +23.7% | +13.0% |
| 30D | +11.3% | -22.0% | +33.2% | +20.1% |
| 3M | +4.1% | -17.8% | +21.9% | +9.6% |
| 6M | +39.7% | -41.3% | +80.9% | +64.9% |
| YTD | +23.2% | -52.0% | +75.2% | +56.7% |
| 1Y | +5.3% | -39.8% | +45.1% | +21.7% |
| 3Y | -15.1% | -74.8% | +59.7% | +29.9% |
| 5Y | -50.3% | -76.3% | +26.0% | -25.2% |
| 10Y | +42.3% | +53.9% | -11.5% | +52.1% |
| All | +42.3% | +52.0% | -9.7% | +52.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling