-70.4%
LULU vs GGLL
+309.0%
-379.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.5% | +1.2% | -2.5% |
| 7D | -16.9% | -3.9% | -13.0% | -16.2% |
| 30D | -22.0% | -15.4% | -6.6% | -19.5% |
| 3M | -17.8% | -21.9% | +4.1% | -14.8% |
| 6M | -41.3% | +4.5% | -45.8% | -43.1% |
| YTD | -52.0% | -2.4% | -49.6% | -53.1% |
| 1Y | -39.8% | +57.8% | -97.6% | -47.1% |
| 3Y | -74.8% | +227.2% | -302.1% | -82.6% |
| All | -70.4% | +309.0% | -379.4% | -80.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling