-75.1%
LULU vs TSN
+13.0%
-88.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +2.0% |
| 7D | -1.6% | +3.0% | -4.7% | -2.1% |
| 30D | -18.1% | -4.2% | -13.9% | -17.6% |
| 3M | -18.8% | -3.9% | -14.9% | -18.2% |
| 6M | -39.2% | -9.8% | -29.4% | -38.6% |
| YTD | -52.4% | -7.3% | -45.1% | -52.2% |
| 1Y | -40.3% | -2.2% | -38.1% | -40.9% |
| 3Y | -75.1% | +11.9% | -87.0% | -77.5% |
| All | -75.1% | +13.0% | -88.1% | -77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 3y: compounded portfolio wealth divided by compounded TSN 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…
3y analysis · Full analysis span regression · 6 months rolling