-51.2%
LULU vs GRMN
+18.2%
-69.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -0.1% | -17.3% | -17.4% |
| 7D | -16.7% | -2.9% | -13.9% | -15.6% |
| 30D | -18.5% | -8.4% | -10.1% | -15.2% |
| 3M | -19.5% | +15.0% | -34.5% | -26.3% |
| 6M | -41.9% | +11.2% | -53.1% | -45.6% |
| YTD | -51.6% | +37.7% | -89.3% | -60.9% |
| 1Y | -51.2% | +18.5% | -69.7% | -58.0% |
| All | -51.2% | +18.2% | -69.4% | -58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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