-37.0%
LULU vs GH
+467.1%
-504.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.3% |
| 7D | -1.6% | -2.5% | +0.9% | -1.2% |
| 30D | -18.1% | -4.7% | -13.4% | -17.6% |
| 3M | -18.8% | +20.2% | -39.0% | -22.0% |
| 6M | -39.2% | +78.8% | -118.0% | -46.0% |
| YTD | -52.4% | +54.1% | -106.5% | -56.7% |
| 1Y | -40.3% | +177.1% | -217.4% | -52.1% |
| 3Y | -75.1% | +371.6% | -446.7% | -83.2% |
| 5Y | -76.7% | +21.9% | -98.7% | -81.3% |
| All | -37.0% | +467.1% | -504.1% | -61.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling