-40.3%
LULU vs SPG
+19.1%
-59.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.1% |
| 7D | -1.6% | -1.2% | -0.5% | -1.0% |
| 30D | -18.1% | -6.1% | -12.0% | -15.4% |
| 3M | -18.8% | -3.6% | -15.1% | -17.2% |
| 6M | -39.2% | +10.4% | -49.6% | -42.7% |
| YTD | -52.4% | +14.4% | -66.7% | -55.5% |
| 1Y | -40.3% | +16.5% | -56.8% | -45.0% |
| All | -40.3% | +19.1% | -59.4% | -45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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