+126.1%
GLD vs LULU
-74.8%
+200.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.4% | +4.3% | +0.9% |
| 7D | +0.1% | -16.9% | +17.1% | +0.4% |
| 30D | +0.2% | -22.0% | +22.2% | +0.5% |
| 3M | +3.2% | -17.8% | +21.0% | +3.5% |
| 6M | -14.6% | -41.3% | +26.6% | -14.5% |
| YTD | +1.8% | -52.0% | +53.8% | +1.8% |
| 1Y | +20.7% | -39.8% | +60.6% | +20.7% |
| All | +126.1% | -74.8% | +200.9% | +129.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling