-39.2%
LULU vs TW
-18.7%
-20.5%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.0% |
| 7D | -1.6% | -4.5% | +2.9% | -2.2% |
| 30D | -18.1% | -2.3% | -15.9% | -18.3% |
| 3M | -18.8% | +2.6% | -21.4% | -19.2% |
| 6M | -39.2% | -17.5% | -21.7% | -42.4% |
| All | -39.2% | -18.7% | -20.5% | -42.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling