-40.3%
LULU vs GGLL
+64.4%
-104.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.3% | -1.2% | +1.7% |
| 7D | -1.6% | -0.3% | -1.3% | -1.6% |
| 30D | -18.1% | -4.0% | -14.2% | -17.6% |
| 3M | -18.8% | -15.5% | -3.2% | -17.4% |
| 6M | -39.2% | +7.6% | -46.8% | -41.5% |
| YTD | -52.4% | +2.0% | -54.3% | -53.8% |
| 1Y | -40.3% | +63.9% | -104.2% | -42.1% |
| All | -40.3% | +64.4% | -104.7% | -42.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling