-40.3%
LULU vs GAP
-7.6%
-32.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.9% | -0.7% | +1.1% |
| 7D | -1.6% | -4.1% | +2.5% | -0.1% |
| 30D | -18.1% | +6.2% | -24.3% | -20.2% |
| 3M | -18.8% | -0.7% | -18.1% | -19.1% |
| 6M | -39.2% | -7.1% | -32.1% | -38.5% |
| YTD | -52.4% | -14.1% | -38.3% | -50.8% |
| 1Y | -40.3% | -8.5% | -31.8% | -40.8% |
| All | -40.3% | -7.6% | -32.7% | -40.8% |
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