-69.5%
LULG vs SPY
+14.8%
-84.4%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +1.7% | +7.7% | +5.4% |
| 7D | +12.6% | -0.7% | +13.3% | +14.6% |
| 30D | +39.5% | -1.0% | +40.5% | +42.9% |
| 3M | -27.5% | -0.3% | -27.2% | -26.5% |
| 6M | -39.6% | +7.3% | -47.0% | -49.3% |
| YTD | -79.3% | +13.3% | -92.6% | -84.5% |
| All | -69.5% | +14.8% | -84.4% | -77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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