-63.2%
SPCH vs LULU
-6.0%
-57.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +4.8% | -12.4% | -8.0% |
| 7D | -13.4% | +6.5% | -19.9% | -13.8% |
| 30D | -39.6% | +20.3% | -60.0% | -42.0% |
| 3M | -1.4% | -8.9% | +7.5% | +7.4% |
| All | -63.2% | -6.0% | -57.2% | -61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LULU.
Daily Out/Under-Performance
Portfolio return minus LULU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LULU 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 LULU 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 · Available span rolling