+83.8%
SPYM vs LULU
-76.9%
+160.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.3% | +0.4% |
| 7D | -0.8% | -1.6% | +0.8% | -0.5% |
| 30D | -1.1% | -18.1% | +17.0% | +2.4% |
| 3M | +3.9% | -18.8% | +22.7% | +7.4% |
| 6M | +13.6% | -39.2% | +52.8% | +24.3% |
| YTD | +12.7% | -52.4% | +65.1% | +29.6% |
| 1Y | +17.6% | -40.3% | +57.9% | +27.9% |
| 3Y | +77.2% | -75.1% | +152.3% | +126.0% |
| All | +83.8% | -76.9% | +160.7% | +128.8% |
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