-30.3%
LULU vs SPXS
-30.2%
-0.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -4.9% | +9.7% | +2.8% |
| 7D | +6.5% | +2.2% | +4.3% | +7.6% |
| 30D | +20.3% | +3.8% | +16.5% | +22.3% |
| 3M | -8.9% | +3.3% | -12.2% | -7.2% |
| 6M | -13.1% | -16.7% | +3.6% | -18.1% |
| YTD | -46.1% | -28.5% | -17.5% | -51.4% |
| 1Y | -30.3% | -30.4% | +0.2% | -37.9% |
| All | -30.3% | -30.2% | -0.1% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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