+851.8%
GLW vs LULU
+53.6%
+798.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.1% | +1.5% |
| 7D | +7.8% | -1.6% | +9.5% | +8.3% |
| 30D | -0.4% | -18.1% | +17.7% | +3.1% |
| 3M | -5.6% | -18.8% | +13.2% | -2.7% |
| 6M | +26.7% | -39.2% | +65.9% | +39.6% |
| YTD | +91.0% | -52.4% | +143.4% | +122.7% |
| 1Y | +122.4% | -40.3% | +162.7% | +142.7% |
| 3Y | +471.0% | -75.1% | +546.1% | +649.4% |
| 5Y | +385.6% | -76.7% | +462.4% | +524.9% |
| All | +851.8% | +53.6% | +798.2% | +764.1% |
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