-73.5%
LULU vs TLN
+571.8%
-645.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.5% | -0.3% | -2.7% |
| 7D | -20.4% | +2.0% | -22.4% | -20.6% |
| 30D | -22.9% | -12.9% | -9.9% | -22.1% |
| 3M | -18.5% | -7.4% | -11.1% | -18.8% |
| 6M | -41.8% | -6.0% | -35.7% | -42.2% |
| YTD | -53.4% | -16.9% | -36.5% | -53.3% |
| 1Y | -40.9% | -22.6% | -18.3% | -40.4% |
| 3Y | -75.6% | +469.0% | -544.6% | -80.1% |
| All | -73.5% | +571.8% | -645.3% | -79.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling