+637.1%
LULU vs THC
+1,066.9%
-429.9%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +4.8% | +3.1% |
| 7D | -12.6% | -2.6% | -10.0% | -12.1% |
| 30D | -19.7% | -1.2% | -18.6% | -19.6% |
| 3M | -12.2% | +58.9% | -71.1% | -21.1% |
| 6M | -39.3% | +9.3% | -48.7% | -41.1% |
| YTD | -50.3% | +30.4% | -80.7% | -53.9% |
| 1Y | -38.6% | +34.6% | -73.2% | -43.6% |
| 3Y | -74.0% | +246.7% | -320.6% | -81.2% |
| 5Y | -72.9% | +244.5% | -317.4% | -81.1% |
| 10Y | +56.2% | +950.1% | -893.9% | -30.7% |
| All | +637.1% | +1,066.9% | -429.9% | +101.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling