+147.9%
GIS vs LULU
+675.0%
-527.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.8% | -0.2% | -2.9% |
| 7D | -8.4% | -20.4% | +12.0% | -7.1% |
| 30D | -5.2% | -22.9% | +17.7% | -3.7% |
| 3M | +8.2% | -18.5% | +26.7% | +9.5% |
| 6M | -12.0% | -41.8% | +29.8% | -9.2% |
| YTD | -18.9% | -53.4% | +34.5% | -15.2% |
| 1Y | -23.6% | -40.9% | +17.3% | -21.4% |
| 3Y | -37.6% | -75.6% | +37.9% | -32.9% |
| 5Y | -25.2% | -77.2% | +52.0% | -20.1% |
| 10Y | -19.3% | +49.5% | -68.9% | -25.9% |
| All | +147.9% | +675.0% | -527.1% | +83.6% |
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