+546.7%
GS vs LULU
+800.2%
-253.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.6% | +3.1% | +4.3% |
| 7D | +0.8% | +4.4% | -3.5% | -0.2% |
| 30D | +1.2% | +19.1% | -17.9% | -3.3% |
| 3M | -12.4% | -12.5% | +0.1% | -10.3% |
| 6M | -2.3% | -14.2% | +11.9% | 0.0% |
| YTD | +4.6% | -45.8% | +50.5% | +19.5% |
| 1Y | +17.5% | -32.3% | +49.8% | +26.4% |
| 3Y | +202.0% | -72.3% | +274.4% | +290.8% |
| 5Y | +152.4% | -76.1% | +228.4% | +227.5% |
| 10Y | +478.5% | +94.7% | +383.8% | +314.0% |
| All | +546.7% | +800.2% | -253.5% | +102.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling