-40.4%
GRAB vs LULU
-30.5%
-9.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +4.8% | +2.9% | +6.5% |
| 7D | +22.2% | +6.5% | +15.7% | +20.3% |
| 30D | +6.0% | +20.3% | -14.3% | +1.3% |
| 3M | -9.7% | -8.9% | -0.8% | -8.6% |
| 6M | -7.2% | -13.1% | +5.9% | -5.3% |
| YTD | -32.7% | -46.1% | +13.4% | -24.3% |
| All | -40.4% | -30.5% | -9.9% | -39.0% |
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