+70.3%
T vs LULU
+53.6%
+16.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.2% | +1.8% |
| 7D | +1.5% | -1.6% | +3.1% | +1.6% |
| 30D | +7.5% | -18.1% | +25.6% | +8.9% |
| 3M | +14.8% | -18.8% | +33.6% | +16.3% |
| 6M | -1.7% | -39.2% | +37.5% | +1.3% |
| YTD | +8.7% | -52.4% | +61.1% | +13.9% |
| 1Y | -7.5% | -40.3% | +32.8% | -4.9% |
| 3Y | +110.2% | -75.1% | +185.3% | +128.9% |
| 5Y | +71.6% | -76.7% | +148.4% | +84.7% |
| All | +70.3% | +53.6% | +16.6% | +50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LULU.
Daily Out/Under-Performance
Portfolio return minus LULU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LULU 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 10y: compounded portfolio wealth divided by compounded LULU 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…
10y analysis · Full analysis span regression · 6 months rolling