+438.8%
GS vs LULU
+82.0%
+356.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | 0.0% |
| 7D | +5.9% | -4.6% | +10.5% | +7.1% |
| 30D | +4.3% | +12.3% | -8.0% | +1.2% |
| 3M | -11.7% | -11.6% | 0.0% | -9.8% |
| 6M | -3.2% | -12.8% | +9.7% | -1.3% |
| YTD | +5.8% | -49.2% | +55.0% | +22.7% |
| 1Y | +16.0% | -37.7% | +53.8% | +27.4% |
| 3Y | +199.8% | -74.7% | +274.4% | +296.9% |
| 5Y | +155.5% | -76.7% | +232.2% | +233.4% |
| All | +438.8% | +82.0% | +356.9% | +354.9% |
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