+992.8%
GLW vs LULU
+697.8%
+295.0%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.4% | +4.9% | +2.3% |
| 7D | +16.9% | -16.9% | +33.8% | +21.2% |
| 30D | +7.0% | -22.0% | +29.0% | +12.2% |
| 3M | -3.0% | -17.8% | +14.9% | -0.1% |
| 6M | +31.0% | -41.3% | +72.2% | +45.6% |
| YTD | +93.4% | -52.0% | +145.4% | +124.8% |
| 1Y | +134.7% | -39.8% | +174.6% | +156.1% |
| 3Y | +471.8% | -74.8% | +546.6% | +641.6% |
| 5Y | +394.5% | -76.3% | +470.8% | +531.1% |
| 10Y | +867.9% | +53.9% | +814.0% | +642.8% |
| All | +992.8% | +697.8% | +295.0% | +305.4% |
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