+2,600.4%
LULU vs SPXS
-100.0%
+2,700.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -46.7% |
| YTD | -52.4% | -28.1% | -24.3% | -57.2% |
| 1Y | -40.3% | -35.1% | -5.2% | -48.1% |
| 3Y | -75.1% | -79.6% | +4.5% | -84.9% |
| 5Y | -76.7% | -86.3% | +9.5% | -85.2% |
| 10Y | +52.7% | -99.5% | +152.3% | -66.4% |
| All | +2,600.4% | -100.0% | +2,700.4% | -10.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling