-75.1%
LULU vs TRGP
+260.3%
-335.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.7% | +2.2% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | -18.1% | +8.0% | -26.2% | -19.0% |
| 3M | -18.8% | +8.3% | -27.0% | -19.9% |
| 6M | -39.2% | +23.9% | -63.1% | -42.0% |
| YTD | -52.4% | +59.6% | -112.0% | -57.4% |
| 1Y | -40.3% | +79.4% | -119.7% | -48.5% |
| 3Y | -75.1% | +269.4% | -344.5% | -83.0% |
| All | -75.1% | +260.3% | -335.4% | -83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 3y: compounded portfolio wealth divided by compounded TRGP 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…
3y analysis · Full analysis span regression · 6 months rolling