+50.0%
LULU vs GDDY
+207.2%
-157.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.8% | +0.4% | +1.4% |
| 7D | -1.6% | -3.2% | +1.6% | -0.6% |
| 30D | -18.1% | +6.8% | -24.9% | -21.0% |
| 3M | -18.8% | +30.5% | -49.2% | -29.5% |
| 6M | -39.2% | +13.3% | -52.5% | -44.4% |
| YTD | -52.4% | -21.0% | -31.4% | -49.0% |
| 1Y | -40.3% | -34.0% | -6.3% | -30.5% |
| 3Y | -75.1% | +33.1% | -108.2% | -80.5% |
| 5Y | -76.7% | +30.3% | -107.1% | -81.8% |
| All | +50.0% | +207.2% | -157.3% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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