+50.0%
LULU vs GWRE
+131.0%
-81.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +2.0% |
| 7D | -1.6% | -13.2% | +11.6% | +3.1% |
| 30D | -18.1% | -18.6% | +0.5% | -12.0% |
| 3M | -18.8% | +18.9% | -37.7% | -23.6% |
| 6M | -39.2% | -11.0% | -28.3% | -38.1% |
| YTD | -52.4% | -29.9% | -22.5% | -47.8% |
| 1Y | -40.3% | -44.3% | +4.0% | -29.1% |
| 3Y | -75.1% | +51.7% | -126.8% | -82.4% |
| 5Y | -76.7% | +15.4% | -92.2% | -81.9% |
| All | +50.0% | +131.0% | -81.0% | -20.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling