+606.9%
LULU vs TDY
+1,252.9%
-646.0%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +0.9% | +1.4% |
| 7D | -1.6% | -1.1% | -0.5% | -1.0% |
| 30D | -18.1% | -12.0% | -6.1% | -11.7% |
| 3M | -18.8% | -3.2% | -15.6% | -17.7% |
| 6M | -39.2% | -7.9% | -31.3% | -36.7% |
| YTD | -52.4% | +18.2% | -70.6% | -57.8% |
| 1Y | -40.3% | +6.7% | -47.0% | -43.7% |
| 3Y | -75.1% | +47.5% | -122.6% | -81.1% |
| 5Y | -76.7% | +39.5% | -116.2% | -81.8% |
| 10Y | +52.7% | +477.2% | -424.5% | -56.2% |
| All | +606.9% | +1,252.9% | -646.0% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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