+963.8%
SPGI vs LULU
+725.5%
+238.3%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.6% | -5.8% | -3.8% |
| 7D | -2.5% | -12.6% | +10.1% | +0.3% |
| 30D | +5.4% | -19.7% | +25.2% | +10.6% |
| 3M | +9.0% | -12.2% | +21.3% | +11.7% |
| 6M | +0.8% | -39.3% | +40.1% | +12.3% |
| YTD | -12.6% | -50.3% | +37.8% | +2.1% |
| 1Y | -16.1% | -38.6% | +22.5% | -7.6% |
| 3Y | +19.0% | -74.0% | +93.0% | +54.6% |
| 5Y | +5.1% | -72.9% | +78.0% | +31.4% |
| 10Y | +295.5% | +56.2% | +239.3% | +209.1% |
| All | +963.8% | +725.5% | +238.3% | +241.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling