+516.6%
GLD vs LULU
+697.8%
-181.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.4% | +4.3% | +0.9% |
| 7D | +0.1% | -16.9% | +17.1% | +0.3% |
| 30D | +0.2% | -22.0% | +22.2% | +0.4% |
| 3M | +3.2% | -17.8% | +21.0% | +3.4% |
| 6M | -14.6% | -41.3% | +26.6% | -14.3% |
| YTD | +1.8% | -52.0% | +53.8% | +2.3% |
| 1Y | +20.7% | -39.8% | +60.6% | +21.1% |
| 3Y | +126.5% | -74.8% | +201.3% | +128.6% |
| 5Y | +140.0% | -76.3% | +216.3% | +142.1% |
| 10Y | +218.2% | +53.9% | +164.3% | +216.6% |
| All | +516.6% | +697.8% | -181.1% | +472.9% |
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