-29.8%
SYK vs LULU
-40.9%
+11.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.9% | -1.5% |
| 7D | -12.3% | -20.4% | +8.1% | -9.3% |
| 30D | -22.4% | -22.9% | +0.4% | -19.5% |
| 3M | -12.3% | -18.5% | +6.2% | -10.0% |
| 6M | -24.3% | -41.8% | +17.5% | -19.9% |
| YTD | -22.8% | -53.4% | +30.6% | -16.9% |
| All | -29.8% | -40.9% | +11.1% | -26.6% |
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 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