+606.9%
GEV vs LULU
-75.0%
+681.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.8% | 0.0% | -2.4% |
| 7D | -1.9% | -20.4% | +18.5% | +1.6% |
| 30D | -8.7% | -22.9% | +14.2% | -5.0% |
| 3M | +6.6% | -18.5% | +25.1% | +9.4% |
| 6M | +10.2% | -41.8% | +52.0% | +21.4% |
| YTD | +41.6% | -53.4% | +95.0% | +64.2% |
| 1Y | +43.9% | -40.9% | +84.8% | +55.8% |
| All | +606.9% | -75.0% | +681.9% | +944.5% |
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