+16.0%
GS vs LULU
-38.0%
+54.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.2% |
| 7D | +5.9% | -4.6% | +10.5% | +6.6% |
| 30D | +4.3% | +12.3% | -8.0% | +2.6% |
| 3M | -11.7% | -11.6% | 0.0% | -10.6% |
| 6M | -3.2% | -12.8% | +9.7% | -1.8% |
| YTD | +5.8% | -49.2% | +55.0% | +17.5% |
| 1Y | +16.0% | -37.7% | +53.8% | +29.6% |
| All | +16.0% | -38.0% | +54.0% | +29.6% |
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