+612.3%
LULU vs SPG
+481.4%
+130.9%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.4% | -0.9% | -2.2% |
| 7D | -16.9% | -1.7% | -15.3% | -16.2% |
| 30D | -22.0% | -6.3% | -15.7% | -19.5% |
| 3M | -17.8% | -2.4% | -15.4% | -16.9% |
| 6M | -41.3% | +9.6% | -50.9% | -43.8% |
| YTD | -52.0% | +14.2% | -66.2% | -55.0% |
| 1Y | -39.8% | +19.3% | -59.1% | -44.8% |
| 3Y | -74.8% | +106.7% | -181.6% | -82.3% |
| 5Y | -76.3% | +104.2% | -180.5% | -83.3% |
| 10Y | +53.9% | +63.7% | -9.8% | +0.9% |
| All | +612.3% | +481.4% | +130.9% | +91.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling