-76.7%
LULU vs GEN
+22.3%
-99.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +1.8% |
| 7D | -1.6% | -1.3% | -0.4% | -1.2% |
| 30D | -18.1% | +6.1% | -24.2% | -19.8% |
| 3M | -18.8% | +27.0% | -45.7% | -25.3% |
| 6M | -39.2% | +43.9% | -83.1% | -47.0% |
| YTD | -52.4% | +13.0% | -65.4% | -54.8% |
| 1Y | -40.3% | +4.0% | -44.3% | -41.7% |
| 3Y | -75.1% | +66.2% | -141.3% | -79.4% |
| All | -76.7% | +22.3% | -99.0% | -79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 5y: compounded portfolio wealth divided by compounded GEN 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…
5y analysis · Full analysis span regression · 6 months rolling