-76.7%
LULU vs TENB
-35.4%
-41.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.0% | +8.2% | +3.8% |
| 7D | -1.6% | -12.1% | +10.5% | +1.8% |
| 30D | -18.1% | -18.6% | +0.5% | -13.9% |
| 3M | -18.8% | +12.1% | -30.8% | -23.5% |
| 6M | -39.2% | +46.8% | -86.0% | -48.0% |
| YTD | -52.4% | +28.0% | -80.3% | -57.7% |
| 1Y | -40.3% | -1.4% | -38.9% | -42.3% |
| 3Y | -75.1% | -33.9% | -41.2% | -73.6% |
| All | -76.7% | -35.4% | -41.3% | -76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 5y: compounded portfolio wealth divided by compounded TENB 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…
5y analysis · Full analysis span regression · 6 months rolling