+648.5%
SPY vs LULU
+725.5%
-77.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -1.1% |
| 7D | +0.5% | -12.6% | +13.1% | +2.9% |
| 30D | -0.9% | -19.7% | +18.8% | +3.0% |
| 3M | +3.9% | -12.2% | +16.1% | +5.8% |
| 6M | +14.5% | -39.3% | +53.9% | +25.0% |
| YTD | +12.9% | -50.3% | +63.3% | +28.0% |
| 1Y | +19.4% | -38.6% | +58.0% | +29.0% |
| 3Y | +78.5% | -74.0% | +152.4% | +121.7% |
| 5Y | +81.8% | -72.9% | +154.7% | +118.7% |
| 10Y | +311.5% | +56.2% | +255.4% | +239.6% |
| All | +648.5% | +725.5% | -77.0% | +233.0% |
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