-75.1%
LULU vs GPC
-2.2%
-72.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.5% | +2.3% |
| 7D | -1.6% | -3.2% | +1.6% | -0.5% |
| 30D | -18.1% | +0.5% | -18.6% | -18.4% |
| 3M | -18.8% | +31.7% | -50.5% | -27.3% |
| 6M | -39.2% | +24.7% | -63.9% | -44.5% |
| YTD | -52.4% | +11.8% | -64.1% | -55.4% |
| 1Y | -40.3% | -3.0% | -37.3% | -40.9% |
| 3Y | -75.1% | -1.1% | -74.0% | -76.3% |
| All | -75.1% | -2.2% | -72.9% | -76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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