+654.6%
LULU vs GD
+596.0%
+58.6%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -4.6% | +2.7% | -7.3% | -6.2% |
| 30D | +12.3% | +8.6% | +3.7% | +6.6% |
| 3M | -11.6% | -7.1% | -4.6% | -7.5% |
| 6M | -12.8% | +7.5% | -20.3% | -17.1% |
| YTD | -49.2% | +9.9% | -59.1% | -52.7% |
| 1Y | -37.7% | +7.6% | -45.3% | -41.4% |
| 3Y | -74.7% | +56.2% | -130.9% | -81.8% |
| 5Y | -76.7% | +100.6% | -177.3% | -86.1% |
| 10Y | +82.7% | +167.8% | -85.1% | -18.1% |
| All | +654.6% | +596.0% | +58.6% | +37.7% |
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