+639.9%
GS vs LULU
+53.6%
+586.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.2% | +0.4% |
| 7D | -0.9% | -1.6% | +0.7% | -0.5% |
| 30D | -0.3% | -18.1% | +17.8% | +4.0% |
| 3M | -0.1% | -18.8% | +18.6% | +3.8% |
| 6M | +26.1% | -39.2% | +65.3% | +40.4% |
| YTD | +18.8% | -52.4% | +71.2% | +40.3% |
| 1Y | +33.7% | -40.3% | +74.0% | +48.2% |
| 3Y | +238.9% | -75.1% | +314.0% | +350.2% |
| 5Y | +187.9% | -76.7% | +264.7% | +275.3% |
| All | +639.9% | +53.6% | +586.3% | +583.5% |
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