-75.1%
LULU vs SPG
+106.8%
-181.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -15.1% |
| 3M | -18.8% | -3.6% | -15.1% | -17.1% |
| 6M | -39.2% | +10.4% | -49.6% | -42.7% |
| YTD | -52.4% | +14.4% | -66.7% | -56.0% |
| 1Y | -40.3% | +16.5% | -56.8% | -45.5% |
| 3Y | -75.1% | +106.8% | -181.9% | -82.9% |
| All | -75.1% | +106.8% | -181.9% | -82.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling