+37.3%
GS vs LULU
-40.6%
+77.9%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.6% | -0.3% |
| 7D | +2.4% | -16.9% | +19.4% | +4.7% |
| 30D | -0.1% | -22.0% | +21.9% | +3.1% |
| 3M | +0.2% | -17.8% | +18.0% | +2.6% |
| 6M | +24.8% | -41.3% | +66.1% | +35.7% |
| YTD | +18.8% | -52.0% | +70.8% | +32.7% |
| 1Y | +37.3% | -39.8% | +77.1% | +48.9% |
| All | +37.3% | -40.6% | +77.9% | +48.9% |
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 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