+612.3%
LULU vs TAP
+40.9%
+571.4%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.4% | -3.0% |
| 7D | -16.9% | -5.1% | -11.9% | -15.4% |
| 30D | -22.0% | -8.4% | -13.5% | -19.4% |
| 3M | -17.8% | -3.9% | -13.9% | -16.7% |
| 6M | -41.3% | -14.4% | -26.9% | -38.0% |
| YTD | -52.0% | -14.7% | -37.3% | -49.6% |
| 1Y | -39.8% | -18.7% | -21.1% | -35.8% |
| 3Y | -74.8% | -32.6% | -42.2% | -71.7% |
| 5Y | -76.3% | -1.4% | -74.9% | -77.5% |
| 10Y | +53.9% | -50.4% | +104.3% | +83.7% |
| All | +612.3% | +40.9% | +571.4% | +316.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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