+606.9%
LULU vs TKO
+2,436.3%
-1,829.3%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.0% |
| 7D | -1.6% | +2.3% | -3.9% | -2.3% |
| 30D | -18.1% | -2.5% | -15.6% | -17.5% |
| 3M | -18.8% | -10.6% | -8.2% | -16.0% |
| 6M | -39.2% | -5.1% | -34.2% | -38.5% |
| YTD | -52.4% | -8.2% | -44.2% | -51.4% |
| 1Y | -40.3% | -4.4% | -35.9% | -40.0% |
| 3Y | -75.1% | +100.4% | -175.5% | -80.7% |
| 5Y | -76.7% | +294.3% | -371.0% | -85.8% |
| 10Y | +52.7% | +983.2% | -930.4% | -39.4% |
| All | +606.9% | +2,436.3% | -1,829.3% | +17.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling