-74.0%
LULU vs GD
+72.8%
-146.8%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.3% | +2.8% |
| 7D | -12.6% | -3.5% | -9.1% | -11.7% |
| 30D | -19.7% | -9.0% | -10.7% | -17.7% |
| 3M | -12.2% | +5.1% | -17.3% | -13.1% |
| 6M | -39.3% | -1.0% | -38.3% | -39.0% |
| YTD | -50.3% | +7.3% | -57.7% | -51.0% |
| 1Y | -38.6% | +12.4% | -51.1% | -40.1% |
| 3Y | -74.0% | +73.7% | -147.7% | -77.5% |
| All | -74.0% | +72.8% | -146.8% | -77.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling