+606.9%
LULU vs GPN
+417.2%
+189.7%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | -1.6% | -4.3% | +2.7% | +0.6% |
| 30D | -18.1% | 0.0% | -18.1% | -18.5% |
| 3M | -18.8% | +35.8% | -54.6% | -32.0% |
| 6M | -39.2% | +22.0% | -61.2% | -46.4% |
| YTD | -52.4% | +15.2% | -67.6% | -57.1% |
| 1Y | -40.3% | +3.5% | -43.8% | -43.2% |
| 3Y | -75.1% | -26.9% | -48.2% | -72.5% |
| 5Y | -76.7% | -44.2% | -32.5% | -71.4% |
| 10Y | +52.7% | +27.3% | +25.4% | +1.4% |
| All | +606.9% | +417.2% | +189.7% | +40.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling