+47.1%
GM vs LULU
-39.6%
+86.7%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.7% | -1.1% |
| 7D | -2.4% | -1.6% | -0.8% | -2.1% |
| 30D | -1.1% | -18.1% | +17.0% | +2.8% |
| 3M | +6.1% | -18.8% | +24.9% | +10.5% |
| 6M | +15.0% | -39.2% | +54.2% | +29.0% |
| YTD | +6.0% | -52.4% | +58.4% | +29.1% |
| 1Y | +47.1% | -40.3% | +87.4% | +61.2% |
| All | +47.1% | -39.6% | +86.7% | +61.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling