+641.2%
GS vs LULU
+704.9%
-63.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -17.4% | +17.4% | +4.4% |
| 7D | +0.9% | -16.7% | +17.7% | +5.1% |
| 30D | -1.6% | -18.5% | +17.0% | +2.9% |
| 3M | -4.5% | -19.5% | +15.0% | -0.4% |
| 6M | +20.9% | -41.9% | +62.8% | +36.3% |
| YTD | +19.9% | -51.6% | +71.5% | +41.3% |
| 1Y | +41.4% | -51.2% | +92.6% | +64.4% |
| 3Y | +239.2% | -75.1% | +314.3% | +351.1% |
| 5Y | +185.0% | -74.1% | +259.1% | +261.7% |
| 10Y | +655.0% | +46.7% | +608.2% | +481.1% |
| All | +641.2% | +704.9% | -63.7% | +139.2% |
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