+632.4%
GEV vs LULU
-74.4%
+706.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.2% | +1.5% | +3.2% |
| 7D | +1.6% | -1.6% | +3.3% | +1.9% |
| 30D | -7.9% | -18.1% | +10.2% | -5.2% |
| 3M | +5.6% | -18.8% | +24.4% | +8.6% |
| 6M | +13.1% | -39.2% | +52.3% | +23.5% |
| YTD | +46.7% | -52.4% | +99.1% | +69.5% |
| 1Y | +51.3% | -40.3% | +91.6% | +63.8% |
| All | +632.4% | -74.4% | +706.9% | +978.3% |
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