+2.9%
SPGI vs LULU
-31.7%
+34.6%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.8% | -1.4% | +2.4% |
| 7D | +7.2% | +6.5% | +0.7% | +5.8% |
| 30D | +23.2% | +20.3% | +2.9% | +18.6% |
| 3M | +17.0% | -8.9% | +25.9% | +18.2% |
| 6M | +20.4% | -13.1% | +33.5% | +22.3% |
| YTD | -1.9% | -46.1% | +44.2% | +9.3% |
| 1Y | +2.9% | -30.3% | +33.1% | +10.6% |
| All | +2.9% | -31.7% | +34.6% | +10.6% |
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 · 6 months rolling