+202.0%
GS vs LULU
-72.6%
+274.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.6% | +3.1% | +4.4% |
| 7D | +0.8% | +4.4% | -3.5% | +0.1% |
| 30D | +1.2% | +19.1% | -17.9% | -2.1% |
| 3M | -12.4% | -12.5% | +0.1% | -10.8% |
| 6M | -2.3% | -14.2% | +11.9% | -0.4% |
| YTD | +4.6% | -45.8% | +50.5% | +16.5% |
| 1Y | +17.5% | -32.3% | +49.8% | +24.8% |
| 3Y | +202.0% | -72.3% | +274.4% | +246.5% |
| All | +202.0% | -72.6% | +274.6% | +246.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling