+448.8%
GS vs LULU
+93.4%
+355.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.4% | +0.9% |
| 7D | +1.6% | +3.2% | -1.6% | +0.8% |
| 30D | +1.7% | +16.8% | -15.1% | -2.3% |
| 3M | -11.6% | -13.6% | +2.1% | -9.2% |
| 6M | -1.9% | -15.9% | +14.0% | +0.9% |
| YTD | +5.1% | -46.9% | +52.0% | +20.6% |
| 1Y | +16.4% | -35.2% | +51.6% | +26.6% |
| 3Y | +199.0% | -73.3% | +272.3% | +290.9% |
| 5Y | +157.4% | -75.9% | +233.3% | +233.4% |
| All | +448.8% | +93.4% | +355.4% | +359.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling