+606.9%
LULU vs SPYG
+964.0%
-357.0%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.3% | +1.2% |
| 7D | -1.6% | -0.9% | -0.7% | -0.5% |
| 30D | -18.1% | -1.5% | -16.6% | -16.7% |
| 3M | -18.8% | +3.7% | -22.5% | -23.2% |
| 6M | -39.2% | +16.4% | -55.6% | -50.0% |
| YTD | -52.4% | +13.3% | -65.7% | -59.5% |
| 1Y | -40.3% | +17.9% | -58.2% | -51.9% |
| 3Y | -75.1% | +98.3% | -173.4% | -89.8% |
| 5Y | -76.7% | +86.4% | -163.2% | -89.6% |
| 10Y | +52.7% | +421.9% | -369.2% | -83.5% |
| All | +606.9% | +964.0% | -357.0% | -68.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling