+152.4%
GS vs LULU
-75.9%
+228.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.6% | +3.1% | +4.3% |
| 7D | +0.8% | +4.4% | -3.5% | 0.0% |
| 30D | +1.2% | +19.1% | -17.9% | -2.5% |
| 3M | -12.4% | -12.5% | +0.1% | -10.6% |
| 6M | -2.3% | -14.2% | +11.9% | -0.2% |
| YTD | +4.6% | -45.8% | +50.5% | +17.7% |
| 1Y | +17.5% | -32.3% | +49.8% | +25.4% |
| 3Y | +202.0% | -72.3% | +274.4% | +278.5% |
| 5Y | +152.4% | -76.1% | +228.4% | +206.5% |
| All | +152.4% | -75.9% | +228.3% | +206.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling