+1,111.1%
SWKS vs LULU
+704.9%
+406.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -17.4% | +20.9% | +9.0% |
| 7D | +12.5% | -16.7% | +29.2% | +18.2% |
| 30D | +10.5% | -18.5% | +29.0% | +16.6% |
| 3M | -7.4% | -19.5% | +12.1% | -2.4% |
| 6M | +32.7% | -41.9% | +74.6% | +53.7% |
| YTD | +19.2% | -51.6% | +70.7% | +46.0% |
| 1Y | +2.4% | -51.2% | +53.6% | +23.4% |
| 3Y | -25.6% | -75.1% | +49.5% | +7.4% |
| 5Y | -53.4% | -74.1% | +20.7% | -35.2% |
| 10Y | +23.2% | +46.7% | -23.6% | -1.3% |
| All | +1,111.1% | +704.9% | +406.2% | +366.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling