+90.7%
LULU vs SPMO
+566.1%
-475.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.6% | +1.7% |
| 7D | -1.6% | -0.9% | -0.7% | -0.8% |
| 30D | -18.1% | -1.9% | -16.2% | -17.3% |
| 3M | -18.8% | -1.4% | -17.4% | -20.6% |
| 6M | -39.2% | +25.5% | -64.7% | -52.7% |
| YTD | -52.4% | +24.8% | -77.2% | -62.8% |
| 1Y | -40.3% | +24.5% | -64.8% | -53.4% |
| 3Y | -75.1% | +157.1% | -232.2% | -90.5% |
| 5Y | -76.7% | +149.5% | -226.2% | -90.7% |
| 10Y | +52.7% | +518.1% | -465.3% | -66.1% |
| All | +90.7% | +566.1% | -475.4% | -60.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling