-30.3%
LULU vs TSLQ
-17.8%
-12.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +6.4% | -1.7% | +5.7% |
| 7D | +6.5% | +9.8% | -3.3% | +7.9% |
| 30D | +20.3% | -6.0% | +26.4% | +19.5% |
| 3M | -8.9% | -35.0% | +26.1% | -12.5% |
| 6M | -13.1% | -24.9% | +11.8% | -14.2% |
| YTD | -46.1% | -12.7% | -33.4% | -44.1% |
| 1Y | -30.3% | -21.0% | -9.3% | -28.2% |
| All | -30.3% | -17.8% | -12.5% | -28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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