+592.0%
LULU vs TRMB
+243.7%
+348.3%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.9% | -2.4% |
| 7D | -20.4% | -5.4% | -15.0% | -18.1% |
| 30D | -22.9% | -2.0% | -20.9% | -22.1% |
| 3M | -18.5% | +12.3% | -30.9% | -23.3% |
| 6M | -41.8% | -17.6% | -24.2% | -36.1% |
| YTD | -53.4% | -27.5% | -25.9% | -45.5% |
| 1Y | -40.9% | -29.1% | -11.8% | -30.3% |
| 3Y | -75.6% | +11.5% | -87.1% | -77.8% |
| 5Y | -77.2% | -39.5% | -37.8% | -72.2% |
| 10Y | +49.5% | +118.6% | -69.1% | -10.7% |
| All | +592.0% | +243.7% | +348.3% | +168.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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