+46.5%
LULU vs TRU
+228.8%
-182.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +1.7% |
| 7D | -1.6% | -2.7% | +1.1% | -0.5% |
| 30D | -18.1% | -2.0% | -16.1% | -17.1% |
| 3M | -18.8% | +18.4% | -37.2% | -24.6% |
| 6M | -39.2% | +8.9% | -48.1% | -41.8% |
| YTD | -52.4% | -8.9% | -43.4% | -51.1% |
| 1Y | -40.3% | -15.9% | -24.4% | -37.0% |
| 3Y | -75.1% | -1.1% | -74.0% | -77.0% |
| 5Y | -76.7% | -35.2% | -41.6% | -74.2% |
| 10Y | +52.7% | +145.3% | -92.5% | +4.8% |
| All | +46.5% | +228.8% | -182.3% | -6.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling