+618.6%
LULU vs GD
+584.9%
+33.8%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -1.8% | -15.6% | -16.3% |
| 7D | -16.7% | -5.3% | -11.5% | -13.7% |
| 30D | -18.5% | -6.4% | -12.1% | -14.9% |
| 3M | -19.5% | +5.7% | -25.2% | -22.3% |
| 6M | -41.9% | -0.9% | -41.0% | -42.0% |
| YTD | -51.6% | +8.2% | -59.7% | -54.4% |
| 1Y | -51.2% | +13.4% | -64.6% | -55.5% |
| 3Y | -75.1% | +68.5% | -143.6% | -83.1% |
| 5Y | -74.1% | +97.2% | -171.2% | -84.4% |
| 10Y | +46.7% | +190.2% | -143.5% | -38.5% |
| All | +618.6% | +584.9% | +33.8% | +32.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling