-51.2%
LULU vs GAP
+1.5%
-52.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | +0.5% | -17.9% | -17.6% |
| 7D | -16.7% | -4.5% | -12.2% | -15.4% |
| 30D | -18.5% | +9.0% | -27.6% | -21.4% |
| 3M | -19.5% | +5.0% | -24.5% | -21.4% |
| 6M | -41.9% | -17.8% | -24.1% | -39.1% |
| YTD | -51.6% | -10.4% | -41.2% | -50.9% |
| 1Y | -51.2% | -3.4% | -47.8% | -53.1% |
| All | -51.2% | +1.5% | -52.7% | -53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 1y: compounded portfolio wealth divided by compounded GAP 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…
1y analysis · Full analysis span regression · 6 months rolling