+592.0%
LULU vs GRMN
+510.2%
+81.8%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.9% | -2.9% |
| 7D | -20.4% | -1.8% | -18.6% | -19.7% |
| 30D | -22.9% | -12.1% | -10.8% | -17.8% |
| 3M | -18.5% | +18.0% | -36.5% | -26.2% |
| 6M | -41.8% | +13.7% | -55.5% | -46.2% |
| YTD | -53.4% | +35.3% | -88.7% | -60.6% |
| 1Y | -40.9% | +17.2% | -58.1% | -46.4% |
| 3Y | -75.6% | +179.6% | -255.2% | -86.6% |
| 5Y | -77.2% | +75.6% | -152.8% | -84.1% |
| 10Y | +49.5% | +644.2% | -594.7% | -50.7% |
| All | +592.0% | +510.2% | +81.8% | +43.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling