-51.2%
LULU vs SPYG
+22.6%
-73.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -0.1% | -17.2% | -17.3% |
| 7D | -16.7% | +0.4% | -17.1% | -16.9% |
| 30D | -18.5% | -0.4% | -18.1% | -18.3% |
| 3M | -19.5% | +0.5% | -20.0% | -19.4% |
| 6M | -41.9% | +17.5% | -59.4% | -49.6% |
| YTD | -51.6% | +14.3% | -65.9% | -57.1% |
| 1Y | -51.2% | +21.7% | -72.9% | -60.7% |
| All | -51.2% | +22.6% | -73.8% | -60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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