-77.2%
LULU vs THC
+257.8%
-335.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.8% | -2.4% |
| 7D | -20.4% | 0.0% | -20.4% | -20.5% |
| 30D | -22.9% | +1.5% | -24.4% | -23.2% |
| 3M | -18.5% | +59.9% | -78.4% | -27.6% |
| 6M | -41.8% | +11.0% | -52.8% | -43.8% |
| YTD | -53.4% | +32.6% | -86.0% | -57.1% |
| 1Y | -40.9% | +37.4% | -78.3% | -46.4% |
| 3Y | -75.6% | +252.5% | -328.1% | -83.8% |
| All | -77.2% | +257.8% | -335.0% | -85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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