+252.8%
SPOT vs LULU
+13.2%
+239.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | 0.0% |
| 7D | -3.1% | -1.6% | -1.4% | -2.6% |
| 30D | +7.4% | -18.1% | +25.5% | +14.1% |
| 3M | +8.2% | -18.8% | +26.9% | +15.0% |
| 6M | +2.2% | -39.2% | +41.4% | +18.7% |
| YTD | -9.5% | -52.4% | +42.9% | +14.2% |
| 1Y | -23.8% | -40.3% | +16.5% | -12.1% |
| 3Y | +233.5% | -75.1% | +308.6% | +390.3% |
| 5Y | +112.2% | -76.7% | +188.9% | +207.3% |
| All | +252.8% | +13.2% | +239.6% | +234.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling