-21.1%
GIS vs LULU
+53.6%
-74.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.4% |
| 7D | -6.4% | -1.6% | -4.7% | -6.3% |
| 30D | -6.1% | -18.1% | +12.0% | -5.0% |
| 3M | +7.8% | -18.8% | +26.6% | +9.1% |
| 6M | -8.8% | -39.2% | +30.4% | -6.4% |
| YTD | -19.1% | -52.4% | +33.3% | -16.0% |
| 1Y | -24.8% | -40.3% | +15.5% | -22.9% |
| 3Y | -37.6% | -75.1% | +37.5% | -33.5% |
| 5Y | -25.4% | -76.7% | +51.3% | -21.0% |
| All | -21.1% | +53.6% | -74.7% | -25.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling