-74.3%
GRAB vs LULU
-73.5%
-0.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.8% | +0.7% |
| 7D | -10.8% | -1.6% | -9.2% | -10.4% |
| 30D | -15.5% | -18.1% | +2.6% | -10.9% |
| 3M | -9.0% | -18.8% | +9.8% | -3.9% |
| 6M | -21.6% | -39.2% | +17.6% | -9.7% |
| YTD | -38.9% | -52.4% | +13.5% | -24.1% |
| 1Y | -44.8% | -40.3% | -4.5% | -37.0% |
| 3Y | -18.4% | -75.1% | +56.6% | +19.0% |
| 5Y | -71.6% | -76.7% | +5.1% | -60.1% |
| All | -74.3% | -73.5% | -0.9% | -67.8% |
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