+592.0%
LULU vs GAP
+107.8%
+484.2%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.7% | -2.1% |
| 7D | -20.4% | -6.3% | -14.1% | -18.5% |
| 30D | -22.9% | -0.2% | -22.6% | -23.0% |
| 3M | -18.5% | 0.0% | -18.6% | -18.9% |
| 6M | -41.8% | -8.1% | -33.7% | -40.7% |
| YTD | -53.4% | -16.5% | -36.9% | -51.2% |
| 1Y | -40.9% | -10.5% | -30.4% | -40.0% |
| 3Y | -75.6% | +104.0% | -179.5% | -83.7% |
| 5Y | -77.2% | +6.8% | -84.0% | -82.2% |
| 10Y | +49.5% | +26.9% | +22.6% | -21.7% |
| All | +592.0% | +107.8% | +484.2% | +105.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling