-51.2%
LULU vs TKO
+1.2%
-52.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -1.8% | -15.6% | -16.8% |
| 7D | -16.7% | +0.7% | -17.5% | -16.8% |
| 30D | -18.5% | +1.6% | -20.1% | -18.9% |
| 3M | -19.5% | -7.8% | -11.7% | -17.6% |
| 6M | -41.9% | -13.3% | -28.6% | -39.8% |
| YTD | -51.6% | -10.3% | -41.3% | -50.2% |
| 1Y | -51.2% | -0.6% | -50.6% | -50.3% |
| All | -51.2% | +1.2% | -52.4% | -50.3% |
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