-51.2%
LULU vs GFS
+37.2%
-88.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | +1.5% | -18.9% | -17.4% |
| 7D | -16.7% | +1.0% | -17.7% | -16.7% |
| 30D | -18.5% | -8.6% | -9.9% | -18.4% |
| 3M | -19.5% | -46.5% | +27.1% | -17.5% |
| 6M | -41.9% | -4.8% | -37.1% | -45.2% |
| YTD | -51.6% | +29.7% | -81.2% | -57.3% |
| 1Y | -51.2% | +35.8% | -87.0% | -58.9% |
| All | -51.2% | +37.2% | -88.4% | -58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 1y: compounded portfolio wealth divided by compounded GFS 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…
1y analysis · Full analysis span regression · 6 months rolling