-51.2%
LULU vs GPN
+8.1%
-59.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | +0.8% | -18.2% | -17.7% |
| 7D | -16.7% | +0.8% | -17.5% | -17.0% |
| 30D | -18.5% | +5.8% | -24.3% | -20.6% |
| 3M | -19.5% | +37.0% | -56.5% | -29.8% |
| 6M | -41.9% | +20.1% | -62.1% | -46.8% |
| YTD | -51.6% | +20.4% | -72.0% | -55.7% |
| 1Y | -51.2% | +7.4% | -58.6% | -52.8% |
| All | -51.2% | +8.1% | -59.2% | -52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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