+46.8%
LULU vs GD
+195.0%
-148.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.3% | -3.0% |
| 7D | -20.4% | -3.2% | -17.3% | -19.2% |
| 30D | -22.9% | -9.6% | -13.3% | -19.3% |
| 3M | -18.5% | +4.3% | -22.9% | -20.0% |
| 6M | -41.8% | +0.5% | -42.3% | -42.1% |
| YTD | -53.4% | +6.6% | -60.0% | -54.9% |
| 1Y | -40.9% | +11.6% | -52.5% | -44.0% |
| 3Y | -75.6% | +72.6% | -148.1% | -81.6% |
| 5Y | -77.2% | +95.2% | -172.4% | -83.9% |
| All | +46.8% | +195.0% | -148.2% | -8.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling