-30.3%
LULU vs GH
+80.5%
-110.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -3.7% | +8.4% | +5.2% |
| 7D | +6.5% | -7.7% | +14.2% | +7.5% |
| 30D | +20.3% | -10.0% | +30.3% | +21.7% |
| 3M | -8.9% | +5.5% | -14.4% | -10.2% |
| 6M | -13.1% | +84.9% | -98.0% | -22.1% |
| YTD | -46.1% | +65.0% | -111.1% | -50.8% |
| 1Y | -30.3% | +71.8% | -102.0% | -36.2% |
| All | -30.3% | +80.5% | -110.7% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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