+646.1%
LULU vs GD
+595.3%
+50.9%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.7% | -2.1% |
| 7D | -6.5% | +1.9% | -8.4% | -7.6% |
| 30D | +10.7% | +9.2% | +1.5% | +4.7% |
| 3M | -13.6% | -7.5% | -6.1% | -9.3% |
| 6M | -16.5% | +5.8% | -22.3% | -19.8% |
| YTD | -49.7% | +9.8% | -59.5% | -53.2% |
| 1Y | -38.9% | +5.8% | -44.7% | -41.8% |
| 3Y | -74.7% | +58.0% | -132.8% | -82.0% |
| 5Y | -76.9% | +100.4% | -177.3% | -86.2% |
| 10Y | +80.6% | +167.5% | -86.9% | -19.0% |
| All | +646.1% | +595.3% | +50.9% | +36.2% |
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 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