+592.0%
LULU vs GSK
+147.8%
+444.2%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.3% |
| 7D | -20.4% | -5.4% | -15.0% | -18.2% |
| 30D | -22.9% | -4.6% | -18.3% | -21.0% |
| 3M | -18.5% | -5.1% | -13.4% | -16.5% |
| 6M | -41.8% | -11.4% | -30.4% | -38.6% |
| YTD | -53.4% | +0.7% | -54.1% | -54.0% |
| 1Y | -40.9% | +23.0% | -63.9% | -47.5% |
| 3Y | -75.6% | +48.0% | -123.5% | -81.1% |
| 5Y | -77.2% | +48.2% | -125.4% | -82.9% |
| 10Y | +49.5% | +80.0% | -30.5% | -3.3% |
| All | +592.0% | +147.8% | +444.2% | +204.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling