+651.8%
SPYM vs LULU
+675.0%
-23.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | -0.1% |
| 7D | -2.0% | -20.4% | +18.5% | +1.8% |
| 30D | -1.6% | -22.9% | +21.2% | +2.6% |
| 3M | +4.7% | -18.5% | +23.3% | +7.9% |
| 6M | +12.6% | -41.8% | +54.4% | +22.8% |
| YTD | +11.8% | -53.4% | +65.2% | +26.7% |
| 1Y | +17.5% | -40.9% | +58.4% | +27.0% |
| 3Y | +77.0% | -75.6% | +152.5% | +117.9% |
| 5Y | +82.6% | -77.2% | +159.8% | +123.1% |
| 10Y | +320.3% | +49.5% | +270.8% | +263.4% |
| All | +651.8% | +675.0% | -23.3% | +285.4% |
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