-51.2%
LULU vs SPMO
+29.9%
-81.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | +1.6% | -18.9% | -17.6% |
| 7D | -16.7% | +2.0% | -18.7% | -17.0% |
| 30D | -18.5% | -0.4% | -18.2% | -18.6% |
| 3M | -19.5% | -1.9% | -17.6% | -20.6% |
| 6M | -41.9% | +25.0% | -67.0% | -52.4% |
| YTD | -51.6% | +26.0% | -77.6% | -60.5% |
| 1Y | -51.2% | +28.7% | -79.9% | -63.0% |
| All | -51.2% | +29.9% | -81.1% | -63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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