+50.0%
LULU vs TROW
+130.0%
-80.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.3% | +2.8% |
| 7D | -1.6% | -3.2% | +1.5% | +0.2% |
| 30D | -18.1% | -4.6% | -13.5% | -15.9% |
| 3M | -18.8% | -0.7% | -18.1% | -18.8% |
| 6M | -39.2% | +22.2% | -61.4% | -46.1% |
| YTD | -52.4% | +6.6% | -59.0% | -54.4% |
| 1Y | -40.3% | +5.8% | -46.1% | -42.7% |
| 3Y | -75.1% | +11.6% | -86.7% | -77.0% |
| 5Y | -76.7% | -38.9% | -37.8% | -71.5% |
| All | +50.0% | +130.0% | -80.1% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 10y: compounded portfolio wealth divided by compounded TROW 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…
10y analysis · Full analysis span regression · 6 months rolling