-33.3%
LULU vs TKO
+2.8%
-36.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +2.0% | +0.7% |
| 7D | +1.8% | +5.8% | -4.0% | -0.5% |
| 30D | +19.4% | +7.2% | +12.2% | +16.1% |
| 3M | -9.5% | +3.7% | -13.2% | -10.9% |
| 6M | -14.2% | +2.0% | -16.1% | -15.1% |
| YTD | -46.2% | -8.4% | -37.8% | -44.5% |
| 1Y | -33.3% | +2.6% | -35.9% | -34.1% |
| All | -33.3% | +2.8% | -36.1% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 1y: compounded portfolio wealth divided by compounded TKO 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…
1y analysis · Full analysis span regression · 6 months rolling