+0.5%
SPGI vs LULU
-77.2%
+77.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.8% | +1.0% | -1.3% |
| 7D | -8.9% | -20.4% | +11.5% | -4.7% |
| 30D | +0.6% | -22.9% | +23.5% | +5.9% |
| 3M | +2.0% | -18.5% | +20.5% | +5.8% |
| 6M | +0.1% | -41.8% | +41.9% | +11.2% |
| YTD | -16.4% | -53.4% | +37.0% | -2.6% |
| 1Y | -18.9% | -40.9% | +22.0% | -10.8% |
| 3Y | +13.8% | -75.6% | +89.3% | +47.8% |
| 5Y | +0.5% | -77.2% | +77.8% | +35.1% |
| All | +0.5% | -77.2% | +77.7% | +35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling