-40.6%
SWKS vs LULU
-76.2%
+35.7%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.5% |
| 7D | -3.1% | +3.2% | -6.3% | -4.2% |
| 30D | +8.3% | +16.8% | -8.5% | +2.5% |
| 3M | +20.2% | -13.6% | +33.9% | +24.2% |
| 6M | +24.9% | -15.9% | +40.8% | +29.3% |
| YTD | +33.2% | -46.9% | +80.0% | +62.1% |
| 1Y | +23.6% | -35.2% | +58.8% | +38.2% |
| 3Y | +1.3% | -73.3% | +74.6% | +51.4% |
| 5Y | -40.6% | -75.9% | +35.3% | -17.4% |
| All | -40.6% | -76.2% | +35.7% | -17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling