-7.2%
SYK vs LULU
-32.9%
+25.7%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.4% |
| 7D | +6.2% | +4.4% | +1.8% | +5.3% |
| 30D | +17.5% | +19.1% | -1.6% | +13.8% |
| 3M | -3.6% | -12.5% | +8.9% | -2.0% |
| 6M | +14.8% | -14.2% | +29.0% | +15.9% |
| YTD | -6.5% | -45.8% | +39.3% | -1.7% |
| All | -7.2% | -32.9% | +25.7% | -6.8% |
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