+20.1%
SPYM vs LULU
-49.9%
+70.0%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -17.4% | +17.0% | +1.2% |
| 7D | +0.1% | -16.7% | +16.8% | +1.6% |
| 30D | +0.1% | -18.5% | +18.6% | +1.7% |
| 3M | +2.0% | -19.5% | +21.5% | +3.8% |
| 6M | +13.1% | -41.9% | +55.0% | +18.5% |
| YTD | +13.6% | -51.6% | +65.2% | +20.6% |
| 1Y | +20.1% | -51.2% | +71.2% | +25.9% |
| All | +20.1% | -49.9% | +70.0% | +25.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling