+50.0%
LULU vs SPYG
+424.6%
-374.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.3% | +1.3% |
| 7D | -1.6% | -0.9% | -0.7% | -0.7% |
| 30D | -18.1% | -1.5% | -16.6% | -16.9% |
| 3M | -18.8% | +3.7% | -22.5% | -22.4% |
| 6M | -39.2% | +16.4% | -55.6% | -48.3% |
| YTD | -52.4% | +13.3% | -65.7% | -58.4% |
| 1Y | -40.3% | +17.9% | -58.2% | -50.1% |
| 3Y | -75.1% | +98.3% | -173.4% | -88.2% |
| 5Y | -76.7% | +86.4% | -163.2% | -88.1% |
| All | +50.0% | +424.6% | -374.6% | -71.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling