-76.2%
LULU vs GTLB
-49.8%
-26.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.1% | -4.9% | -3.2% |
| 7D | -20.4% | -4.1% | -16.4% | -19.9% |
| 30D | -22.9% | +12.3% | -35.2% | -24.8% |
| 3M | -18.5% | +65.9% | -84.4% | -26.4% |
| 6M | -41.8% | +104.0% | -145.8% | -49.9% |
| YTD | -53.4% | +26.0% | -79.4% | -56.3% |
| 1Y | -40.9% | -3.5% | -37.4% | -42.2% |
| 3Y | -75.6% | -9.6% | -65.9% | -76.9% |
| All | -76.2% | -49.8% | -26.4% | -78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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