+115.3%
SPOT vs LULU
-76.9%
+192.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.1% |
| 7D | -3.1% | -1.6% | -1.4% | -2.6% |
| 30D | +7.4% | -18.1% | +25.5% | +13.8% |
| 3M | +8.2% | -18.8% | +26.9% | +14.7% |
| 6M | +2.2% | -39.2% | +41.4% | +18.1% |
| YTD | -9.5% | -52.4% | +42.9% | +13.4% |
| 1Y | -23.8% | -40.3% | +16.5% | -12.6% |
| 3Y | +233.5% | -75.1% | +308.6% | +388.8% |
| All | +115.3% | -76.9% | +192.2% | +185.7% |
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