-51.2%
LULU vs GD
+13.1%
-64.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -1.8% | -15.6% | -16.7% |
| 7D | -16.7% | -5.3% | -11.5% | -15.1% |
| 30D | -18.5% | -6.4% | -12.1% | -16.5% |
| 3M | -19.5% | +5.7% | -25.2% | -20.6% |
| 6M | -41.9% | -0.9% | -41.0% | -40.3% |
| YTD | -51.6% | +8.2% | -59.7% | -52.5% |
| 1Y | -51.2% | +13.4% | -64.6% | -53.7% |
| All | -51.2% | +13.1% | -64.3% | -53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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