-51.2%
LULU vs TW
-15.9%
-35.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | +0.8% | -18.2% | -17.4% |
| 7D | -16.7% | -2.3% | -14.4% | -16.6% |
| 30D | -18.5% | +3.9% | -22.5% | -18.7% |
| 3M | -19.5% | +5.7% | -25.2% | -20.1% |
| 6M | -41.9% | -14.5% | -27.4% | -40.4% |
| YTD | -51.6% | -0.9% | -50.7% | -51.9% |
| 1Y | -51.2% | -13.5% | -37.7% | -41.8% |
| All | -51.2% | -15.9% | -35.3% | -41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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