-76.7%
LULU vs GRMN
+81.6%
-158.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.2% | -2.1% | 0.0% |
| 7D | -1.6% | +2.4% | -4.1% | -2.8% |
| 30D | -18.1% | -8.5% | -9.7% | -14.5% |
| 3M | -18.8% | +19.5% | -38.2% | -26.9% |
| 6M | -39.2% | +21.2% | -60.4% | -45.7% |
| YTD | -52.4% | +41.0% | -93.4% | -60.8% |
| 1Y | -40.3% | +19.6% | -59.9% | -46.6% |
| 3Y | -75.1% | +183.8% | -258.9% | -87.8% |
| All | -76.7% | +81.6% | -158.4% | -87.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling