-75.1%
LULU vs SPYG
+98.4%
-173.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.3% | +1.5% |
| 7D | -1.6% | -0.9% | -0.7% | -0.9% |
| 30D | -18.1% | -1.5% | -16.6% | -17.2% |
| 3M | -18.8% | +3.7% | -22.5% | -21.6% |
| 6M | -39.2% | +16.4% | -55.6% | -46.6% |
| YTD | -52.4% | +13.3% | -65.7% | -57.2% |
| 1Y | -40.3% | +17.9% | -58.2% | -48.2% |
| 3Y | -75.1% | +98.3% | -173.4% | -86.5% |
| All | -75.1% | +98.4% | -173.5% | -86.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling