-42.2%
LULU vs TW
+206.7%
-249.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.5% |
| 7D | -1.6% | -4.5% | +2.9% | -0.1% |
| 30D | -18.1% | -2.3% | -15.9% | -17.6% |
| 3M | -18.8% | +2.6% | -21.4% | -20.2% |
| 6M | -39.2% | -17.5% | -21.7% | -35.6% |
| YTD | -52.4% | -5.3% | -47.1% | -52.5% |
| 1Y | -40.3% | -14.8% | -25.5% | -38.0% |
| 3Y | -75.1% | +18.8% | -93.9% | -79.0% |
| 5Y | -76.7% | +20.7% | -97.5% | -81.0% |
| All | -42.2% | +206.7% | -249.0% | -65.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling