+443.4%
GLD vs LULU
+745.2%
-301.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -1.0% | +0.1% |
| 7D | -4.6% | -4.6% | +0.1% | -4.5% |
| 30D | -5.5% | +12.3% | -17.7% | -5.6% |
| 3M | -10.9% | -11.6% | +0.7% | -10.8% |
| 6M | -17.4% | -12.8% | -4.6% | -17.4% |
| YTD | -10.3% | -49.2% | +38.9% | -9.9% |
| 1Y | -7.2% | -37.7% | +30.6% | -6.9% |
| 3Y | +96.9% | -74.7% | +171.6% | +98.8% |
| 5Y | +103.8% | -76.7% | +180.4% | +105.5% |
| 10Y | +203.5% | +82.7% | +120.9% | +201.6% |
| All | +443.4% | +745.2% | -301.8% | +404.6% |
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