+238.0%
GM vs LULU
+316.1%
-78.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.7% | -1.2% |
| 7D | -2.4% | -1.6% | -0.8% | -2.1% |
| 30D | -1.1% | -18.1% | +17.0% | +3.7% |
| 3M | +6.1% | -18.8% | +24.9% | +11.1% |
| 6M | +15.0% | -39.2% | +54.2% | +30.0% |
| YTD | +6.0% | -52.4% | +58.4% | +27.9% |
| 1Y | +47.1% | -40.3% | +87.4% | +65.8% |
| 3Y | +170.5% | -75.1% | +245.6% | +272.0% |
| 5Y | +80.5% | -76.7% | +157.2% | +145.7% |
| 10Y | +238.7% | +52.7% | +186.0% | +181.4% |
| All | +238.0% | +316.1% | -78.1% | +149.8% |
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