-40.3%
LULU vs TLN
-23.3%
-17.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.1% |
| 7D | -1.6% | -1.3% | -0.3% | -1.6% |
| 30D | -18.1% | -14.3% | -3.8% | -17.6% |
| 3M | -18.8% | -9.3% | -9.5% | -19.4% |
| 6M | -39.2% | -1.1% | -38.1% | -40.4% |
| YTD | -52.4% | -16.6% | -35.8% | -52.3% |
| 1Y | -40.3% | -22.0% | -18.3% | -40.1% |
| All | -40.3% | -23.3% | -17.0% | -40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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