-75.1%
LULU vs GRMN
+190.9%
-266.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.2% | -2.1% | +0.6% |
| 7D | -1.6% | +2.4% | -4.1% | -2.5% |
| 30D | -18.1% | -8.5% | -9.7% | -15.5% |
| 3M | -18.8% | +19.5% | -38.2% | -24.9% |
| 6M | -39.2% | +21.2% | -60.4% | -44.0% |
| YTD | -52.4% | +41.0% | -93.4% | -58.6% |
| 1Y | -40.3% | +19.6% | -59.9% | -45.1% |
| 3Y | -75.1% | +183.8% | -258.9% | -81.0% |
| All | -75.1% | +190.9% | -266.0% | -81.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling