-76.7%
LULU vs GSK
+47.2%
-123.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.1% | +2.2% |
| 7D | -1.6% | -3.5% | +1.9% | -0.8% |
| 30D | -18.1% | -3.4% | -14.7% | -17.4% |
| 3M | -18.8% | -8.1% | -10.6% | -17.2% |
| 6M | -39.2% | -11.1% | -28.1% | -37.7% |
| YTD | -52.4% | +0.7% | -53.1% | -52.4% |
| 1Y | -40.3% | +20.1% | -60.4% | -42.7% |
| 3Y | -75.1% | +46.1% | -121.2% | -77.8% |
| All | -76.7% | +47.2% | -123.9% | -79.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling