-51.2%
LULU vs TRI
-38.3%
-12.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -5.4% | -11.9% | -15.9% |
| 7D | -16.7% | -0.5% | -16.2% | -16.3% |
| 30D | -18.5% | +7.9% | -26.4% | -19.6% |
| 3M | -19.5% | +24.1% | -43.5% | -23.8% |
| 6M | -41.9% | +3.8% | -45.7% | -42.5% |
| YTD | -51.6% | -16.9% | -34.7% | -47.8% |
| 1Y | -51.2% | -38.4% | -12.8% | -42.3% |
| All | -51.2% | -38.3% | -12.9% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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