-17.4%
GIS vs LULU
-31.7%
+14.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.8% | +0.4% | +4.5% |
| 7D | +8.5% | +6.5% | +2.0% | +7.4% |
| 30D | +15.3% | +20.3% | -5.0% | +12.4% |
| 3M | +0.9% | -8.9% | +9.9% | +1.1% |
| 6M | +7.9% | -13.1% | +21.1% | +7.7% |
| YTD | -17.6% | -46.1% | +28.5% | -18.1% |
| 1Y | -17.4% | -30.3% | +12.9% | -19.2% |
| All | -17.4% | -31.7% | +14.3% | -19.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling