+16.4%
SPGI vs LULU
-74.8%
+91.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.4% | +0.8% | -2.1% |
| 7D | -3.1% | -16.9% | +13.9% | -0.8% |
| 30D | +2.0% | -22.0% | +24.0% | +5.3% |
| 3M | +4.3% | -17.8% | +22.2% | +6.7% |
| 6M | -0.2% | -41.3% | +41.0% | +6.4% |
| YTD | -14.8% | -52.0% | +37.2% | -6.9% |
| 1Y | -18.5% | -39.8% | +21.3% | -13.4% |
| All | +16.4% | -74.8% | +91.2% | +34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling