-76.7%
LULU vs SPYG
+85.2%
-161.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.3% | +1.4% |
| 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% | -48.2% |
| YTD | -52.4% | +13.3% | -65.7% | -58.3% |
| 1Y | -40.3% | +17.9% | -58.2% | -50.0% |
| 3Y | -75.1% | +98.3% | -173.4% | -88.5% |
| All | -76.7% | +85.2% | -161.9% | -88.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling