-76.7%
LULU vs SPXS
-86.0%
+9.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.4% | +4.6% | +1.1% |
| 7D | -1.6% | +2.5% | -4.1% | -0.5% |
| 30D | -18.1% | +4.2% | -22.3% | -16.4% |
| 3M | -18.8% | -9.3% | -9.5% | -21.6% |
| 6M | -39.2% | -30.7% | -8.5% | -46.9% |
| YTD | -52.4% | -28.1% | -24.3% | -57.3% |
| 1Y | -40.3% | -35.1% | -5.2% | -48.3% |
| 3Y | -75.1% | -79.6% | +4.5% | -85.2% |
| All | -76.7% | -86.0% | +9.3% | -85.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling