-69.4%
LULU vs GGLL
+328.4%
-397.7%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.6% | +2.6% |
| 7D | -12.6% | +1.9% | -14.4% | -12.8% |
| 30D | -19.7% | -9.7% | -10.0% | -18.2% |
| 3M | -12.2% | -18.0% | +5.8% | -9.8% |
| 6M | -39.3% | +15.3% | -54.6% | -42.4% |
| YTD | -50.3% | +2.2% | -52.5% | -51.8% |
| 1Y | -38.6% | +73.1% | -111.7% | -47.0% |
| 3Y | -74.0% | +242.7% | -316.7% | -82.1% |
| All | -69.4% | +328.4% | -397.7% | -80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded GGLL 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling