+250.1%
SPOT vs LULU
+10.8%
+239.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.6% | +0.7% |
| 7D | -6.9% | -20.4% | +13.6% | +0.1% |
| 30D | +4.1% | -22.9% | +27.0% | +13.0% |
| 3M | +3.7% | -18.5% | +22.2% | +10.1% |
| 6M | -1.6% | -41.8% | +40.2% | +16.0% |
| YTD | -10.2% | -53.4% | +43.2% | +14.2% |
| 1Y | -25.9% | -40.9% | +15.0% | -14.2% |
| 3Y | +235.6% | -75.6% | +311.1% | +396.4% |
| 5Y | +110.6% | -77.2% | +187.8% | +207.2% |
| All | +250.1% | +10.8% | +239.3% | +234.3% |
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