-76.7%
LULU vs TRU
-35.6%
-41.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +1.8% |
| 7D | -1.6% | -2.7% | +1.1% | -0.5% |
| 30D | -18.1% | -2.0% | -16.1% | -17.2% |
| 3M | -18.8% | +18.4% | -37.2% | -24.3% |
| 6M | -39.2% | +8.9% | -48.1% | -41.6% |
| YTD | -52.4% | -8.9% | -43.4% | -51.2% |
| 1Y | -40.3% | -15.9% | -24.4% | -37.1% |
| 3Y | -75.1% | -1.1% | -74.0% | -76.4% |
| All | -76.7% | -35.6% | -41.1% | -71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 5y: compounded portfolio wealth divided by compounded TRU 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…
5y analysis · Full analysis span regression · 6 months rolling