+637.1%
LULU vs PTC
+662.4%
-25.3%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.5% | +8.1% | +5.5% |
| 7D | -12.6% | -12.8% | +0.2% | -5.7% |
| 30D | -19.7% | -9.8% | -10.0% | -15.2% |
| 3M | -12.2% | -2.1% | -10.2% | -12.4% |
| 6M | -39.3% | -18.1% | -21.2% | -33.6% |
| YTD | -50.3% | -23.5% | -26.8% | -43.6% |
| 1Y | -38.6% | -37.4% | -1.3% | -22.6% |
| 3Y | -74.0% | -7.2% | -66.7% | -74.2% |
| 5Y | -72.9% | +2.7% | -75.6% | -75.1% |
| 10Y | +56.2% | +203.4% | -147.3% | -33.3% |
| All | +637.1% | +662.4% | -25.3% | +28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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