-76.7%
LULU vs GAP
+8.7%
-85.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.9% | -0.7% | +1.3% |
| 7D | -1.6% | -4.1% | +2.5% | -0.4% |
| 30D | -18.1% | +6.2% | -24.3% | -19.8% |
| 3M | -18.8% | -0.7% | -18.1% | -18.9% |
| 6M | -39.2% | -7.1% | -32.1% | -38.4% |
| YTD | -52.4% | -14.1% | -38.3% | -50.9% |
| 1Y | -40.3% | -8.5% | -31.8% | -39.9% |
| 3Y | -75.1% | +115.4% | -190.5% | -81.9% |
| All | -76.7% | +8.7% | -85.5% | -82.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling