+172.6%
GE vs LULU
+697.8%
-525.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.4% | +0.5% | -2.1% |
| 7D | -1.2% | -16.9% | +15.7% | +2.6% |
| 30D | -11.3% | -22.0% | +10.7% | -6.6% |
| 3M | -1.4% | -17.8% | +16.4% | +2.3% |
| 6M | +1.2% | -41.3% | +42.5% | +13.0% |
| YTD | +5.9% | -52.0% | +57.9% | +23.6% |
| 1Y | +18.4% | -39.8% | +58.2% | +30.4% |
| 3Y | +271.0% | -74.8% | +345.8% | +380.0% |
| 5Y | +417.9% | -76.3% | +494.2% | +560.3% |
| 10Y | +152.0% | +53.9% | +98.1% | +91.4% |
| All | +172.6% | +697.8% | -525.1% | -9.9% |
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 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