-30.3%
LULU vs GAP
+10.4%
-40.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +8.0% | -3.2% | +1.7% |
| 7D | +6.5% | +8.0% | -1.5% | +3.4% |
| 30D | +20.3% | +2.7% | +17.6% | +19.1% |
| 3M | -8.9% | +16.0% | -24.9% | -14.4% |
| 6M | -13.1% | +2.0% | -15.1% | -16.0% |
| YTD | -46.1% | -4.4% | -41.7% | -46.5% |
| 1Y | -30.3% | +9.2% | -39.4% | -35.6% |
| All | -30.3% | +10.4% | -40.7% | -35.6% |
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