+5.3%
SWKS vs LULU
-40.6%
+45.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.4% | +4.9% | +1.9% |
| 7D | +6.8% | -16.9% | +23.7% | +8.8% |
| 30D | +11.3% | -22.0% | +33.2% | +14.6% |
| 3M | +4.1% | -17.8% | +21.9% | +6.3% |
| 6M | +39.7% | -41.3% | +80.9% | +53.3% |
| YTD | +23.2% | -52.0% | +75.2% | +44.0% |
| 1Y | +5.3% | -39.8% | +45.1% | +9.4% |
| All | +5.3% | -40.6% | +45.9% | +9.4% |
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