-51.2%
LULU vs GWRE
-25.4%
-25.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -19.9% | +2.6% | -13.5% |
| 7D | -16.7% | -21.1% | +4.4% | -12.7% |
| 30D | -18.5% | +1.3% | -19.8% | -16.9% |
| 3M | -19.5% | +7.4% | -26.9% | -19.8% |
| 6M | -41.9% | +5.6% | -47.5% | -42.4% |
| YTD | -51.6% | -19.2% | -32.4% | -57.8% |
| 1Y | -51.2% | -25.1% | -26.0% | -56.4% |
| All | -51.2% | -25.4% | -25.8% | -56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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