-51.2%
LULU vs GSK
+31.2%
-82.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -1.9% | -15.5% | -17.0% |
| 7D | -16.7% | -1.8% | -14.9% | -16.3% |
| 30D | -18.5% | -2.2% | -16.4% | -18.1% |
| 3M | -19.5% | -1.8% | -17.6% | -19.1% |
| 6M | -41.9% | -10.6% | -31.3% | -41.4% |
| YTD | -51.6% | +4.4% | -56.0% | -50.4% |
| 1Y | -51.2% | +30.4% | -81.6% | -47.0% |
| All | -51.2% | +31.2% | -82.4% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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