+409.4%
GE vs LULU
-76.9%
+486.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.3% | -0.6% |
| 7D | -4.0% | -1.6% | -2.4% | -3.7% |
| 30D | -11.4% | -18.1% | +6.7% | -8.4% |
| 3M | -2.6% | -18.8% | +16.2% | +0.6% |
| 6M | -0.3% | -39.2% | +38.9% | +8.8% |
| YTD | +5.4% | -52.4% | +57.7% | +20.5% |
| 1Y | +15.5% | -40.3% | +55.8% | +25.8% |
| 3Y | +260.8% | -75.1% | +335.9% | +355.1% |
| All | +409.4% | -76.9% | +486.3% | +505.1% |
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