+1,244.7%
SWKS vs LULU
+786.3%
+458.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.5% |
| 7D | -6.2% | +3.3% | -9.5% | -7.2% |
| 30D | -1.5% | +20.6% | -22.1% | -7.5% |
| 3M | +23.0% | -11.2% | +34.1% | +25.5% |
| 6M | +27.6% | -16.1% | +43.7% | +31.6% |
| YTD | +32.3% | -46.7% | +79.0% | +56.2% |
| 1Y | +20.1% | -32.3% | +52.4% | +30.6% |
| 3Y | +0.6% | -72.8% | +73.5% | +40.9% |
| 5Y | -42.3% | -76.3% | +34.0% | -17.8% |
| 10Y | +35.9% | +98.4% | -62.5% | -0.9% |
| All | +1,244.7% | +786.3% | +458.4% | +398.6% |
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 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