-51.2%
LULU vs SPY
+20.8%
-72.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -0.4% | -17.0% | -16.9% |
| 7D | -16.7% | +0.1% | -16.8% | -16.7% |
| 30D | -18.5% | +0.1% | -18.6% | -18.5% |
| 3M | -19.5% | +2.0% | -21.5% | -21.0% |
| 6M | -41.9% | +13.0% | -54.9% | -51.1% |
| YTD | -51.6% | +13.5% | -65.1% | -59.2% |
| 1Y | -51.2% | +20.0% | -71.1% | -66.6% |
| All | -51.2% | +20.8% | -72.0% | -66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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