+188.9%
GS vs LULU
-73.2%
+262.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -0.7% |
| 7D | +3.4% | -12.6% | +15.9% | +5.8% |
| 30D | +0.2% | -19.7% | +19.9% | +4.3% |
| 3M | -0.3% | -12.2% | +11.9% | +1.4% |
| 6M | +27.4% | -39.3% | +66.7% | +40.0% |
| YTD | +19.6% | -50.3% | +70.0% | +37.2% |
| 1Y | +42.5% | -38.6% | +81.1% | +55.0% |
| 3Y | +240.4% | -74.0% | +314.4% | +330.6% |
| 5Y | +188.9% | -72.9% | +261.8% | +240.4% |
| All | +188.9% | -73.2% | +262.1% | +240.4% |
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