-75.0%
LULG vs SPY
+14.2%
-89.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.9% | +3.0% | +1.7% |
| 7D | -4.2% | -0.8% | -3.4% | -2.3% |
| 30D | -37.8% | -1.1% | -36.8% | -35.8% |
| 3M | -42.2% | +3.9% | -46.1% | -47.6% |
| 6M | -70.9% | +13.6% | -84.5% | -79.1% |
| YTD | -83.0% | +12.7% | -95.7% | -87.1% |
| All | -75.0% | +14.2% | -89.1% | -81.6% |
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