+215.0%
GLD vs LULU
+53.6%
+161.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.5% | +0.6% |
| 7D | -2.0% | -1.6% | -0.3% | -1.9% |
| 30D | -1.5% | -18.1% | +16.6% | -1.2% |
| 3M | +3.2% | -18.8% | +22.0% | +3.5% |
| 6M | -16.3% | -39.2% | +22.9% | -15.8% |
| YTD | +0.6% | -52.4% | +53.0% | +1.4% |
| 1Y | +19.1% | -40.3% | +59.4% | +19.7% |
| 3Y | +123.5% | -75.1% | +198.6% | +126.9% |
| 5Y | +138.5% | -76.7% | +215.3% | +141.9% |
| All | +215.0% | +53.6% | +161.4% | +223.5% |
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 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