-75.6%
LULU vs GGLL
+229.6%
-305.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.1% | -4.0% | -3.0% |
| 7D | -20.4% | -5.8% | -14.7% | -19.6% |
| 30D | -22.9% | -7.2% | -15.7% | -21.8% |
| 3M | -18.5% | -17.5% | -1.0% | -16.7% |
| 6M | -41.8% | +5.1% | -46.8% | -43.5% |
| YTD | -53.4% | -1.3% | -52.0% | -54.4% |
| 1Y | -40.9% | +60.2% | -101.1% | -47.2% |
| All | -75.6% | +229.6% | -305.2% | -81.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling